+116.2%
AMAT vs CAI
-14.7%
+130.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -2.3% |
| 7D | +11.4% | -8.7% | +20.0% | +12.6% |
| 30D | -17.0% | -23.8% | +6.8% | -13.6% |
| 3M | -30.6% | +3.9% | -34.5% | -29.7% |
| 6M | -14.9% | +56.8% | -71.8% | -17.7% |
| YTD | +44.7% | -14.6% | +59.3% | +46.8% |
| 1Y | +66.9% | -5.2% | +72.1% | +68.6% |
| All | +116.2% | -14.7% | +130.8% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling