+907.6%
CAT vs AMBA
+807.9%
+99.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -4.9% |
| 7D | -17.1% | -8.1% | -9.0% | -15.8% |
| 30D | -30.1% | -10.8% | -19.4% | -28.7% |
| 3M | -32.4% | -25.9% | -6.5% | -29.0% |
| 6M | -32.1% | -13.9% | -18.3% | -32.0% |
| YTD | +4.1% | -14.0% | +18.1% | +3.7% |
| 1Y | +8.9% | -25.7% | +34.6% | +10.6% |
| 3Y | +155.5% | +21.5% | +134.0% | +129.6% |
| 5Y | +215.5% | -68.9% | +284.5% | +228.2% |
| 10Y | +788.9% | +5.2% | +783.7% | +594.2% |
| All | +907.6% | +807.9% | +99.7% | +464.3% |
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