-15.2%
AMC vs CAI
-8.1%
-7.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.3% |
| 7D | -0.8% | +0.2% | -0.9% | -0.8% |
| 30D | -1.2% | +9.1% | -10.3% | -2.1% |
| 3M | +42.2% | +53.8% | -11.6% | +35.3% |
| 6M | +118.8% | +33.5% | +85.3% | +110.7% |
| YTD | +64.1% | -8.0% | +72.1% | +55.5% |
| 1Y | -9.5% | -28.7% | +19.2% | -13.1% |
| All | -15.2% | -8.1% | -7.2% | -19.7% |
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