-32.1%
CAT vs AMBA
-15.4%
-16.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -4.9% |
| 7D | -17.1% | -8.1% | -9.0% | -15.7% |
| 30D | -30.1% | -10.8% | -19.4% | -28.6% |
| 3M | -32.4% | -25.9% | -6.5% | -28.8% |
| 6M | -32.1% | -13.9% | -18.3% | -32.4% |
| All | -32.1% | -15.4% | -16.7% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling