+188.9%
AMAT vs CAI
-31.3%
+220.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.4% |
| 7D | -1.5% | -2.2% | +0.7% | -1.3% |
| 30D | -14.8% | +52.4% | -67.2% | -19.2% |
| 3M | -9.3% | +45.1% | -54.4% | -13.5% |
| 6M | +27.4% | +26.2% | +1.2% | +22.5% |
| YTD | +77.6% | -7.1% | +84.6% | +78.3% |
| 1Y | +188.9% | -31.0% | +220.0% | +215.4% |
| All | +188.9% | -31.3% | +220.2% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling