+116.2%
AMAT vs CAI
-5.3%
+121.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.3% | +10.0% | +11.2% |
| 7D | -1.1% | -20.3% | +19.3% | +1.9% |
| 30D | -26.9% | -13.9% | -13.0% | -25.0% |
| 3M | -31.2% | +12.4% | -43.6% | -31.0% |
| 6M | -14.7% | +58.3% | -73.0% | -17.9% |
| YTD | +44.7% | -5.2% | +49.9% | +45.0% |
| 1Y | +62.0% | -0.2% | +62.1% | +61.8% |
| All | +116.2% | -5.3% | +121.5% | +119.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling