+7.6%
AMC vs CAI
-14.7%
+22.3%
-73.2%
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% | -2.1% |
| 7D | +3.5% | -8.7% | +12.2% | +4.8% |
| 30D | +12.5% | -23.8% | +36.3% | +17.2% |
| 3M | +23.6% | +3.9% | +19.7% | +24.6% |
| 6M | +144.4% | +56.8% | +87.5% | +135.0% |
| YTD | +108.3% | -14.6% | +122.9% | +101.4% |
| 1Y | +38.9% | -5.2% | +44.1% | +34.8% |
| All | +7.6% | -14.7% | +22.3% | +4.0% |
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