+843.4%
CAT vs AMBA
+722.2%
+121.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.4% | +3.1% | -4.7% |
| 7D | -14.5% | -14.6% | +0.1% | -12.0% |
| 30D | -35.7% | -18.8% | -16.9% | -33.3% |
| 3M | -36.3% | -32.6% | -3.7% | -32.0% |
| 6M | -38.5% | -25.8% | -12.7% | -36.8% |
| YTD | -2.5% | -22.1% | +19.6% | -1.1% |
| 1Y | -1.9% | -36.2% | +34.3% | +2.3% |
| 3Y | +139.2% | +10.0% | +129.2% | +118.9% |
| 5Y | +192.1% | -71.6% | +263.7% | +208.8% |
| 10Y | +732.3% | -4.7% | +737.0% | +561.6% |
| All | +843.4% | +722.2% | +121.2% | +437.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling