+38.2%
AMC vs CAI
-2.4%
+40.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +6.9% | +8.0% |
| 7D | +6.6% | -20.3% | +26.9% | +11.8% |
| 30D | +14.1% | -13.9% | +28.0% | +17.9% |
| 3M | +31.3% | +12.4% | +18.8% | +29.3% |
| 6M | +126.7% | +58.3% | +68.3% | +106.9% |
| YTD | +117.9% | -5.2% | +123.2% | +99.4% |
| All | +38.2% | -2.4% | +40.6% | +24.1% |
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