+1,283.7%
CAT vs AMBA
+837.3%
+446.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +1.7% | -11.0% | +12.7% | +3.7% |
| 30D | -6.6% | -23.2% | +16.6% | -2.3% |
| 3M | -13.3% | -12.7% | -0.6% | -12.6% |
| 6M | +11.6% | +11.2% | +0.4% | +7.0% |
| YTD | +42.9% | -11.2% | +54.2% | +41.9% |
| 1Y | +95.4% | -22.5% | +118.0% | +96.8% |
| 3Y | +196.6% | -1.3% | +197.9% | +175.7% |
| 5Y | +321.7% | -54.2% | +375.8% | +311.2% |
| 10Y | +1,140.8% | -6.1% | +1,146.9% | +879.7% |
| All | +1,283.7% | +837.3% | +446.4% | +672.1% |
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