+306.3%
AMD vs CAI
-9.5%
+315.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -3.2% | +17.9% | +15.3% |
| 7D | +6.5% | -25.6% | +32.1% | +12.3% |
| 30D | -15.3% | -17.7% | +2.5% | -11.3% |
| 3M | +9.7% | +4.4% | +5.3% | +11.7% |
| 6M | +13.2% | +51.3% | -38.1% | +9.0% |
| YTD | +140.6% | -9.5% | +150.0% | +147.8% |
| 1Y | +111.2% | -1.5% | +112.7% | +114.0% |
| All | +306.3% | -9.5% | +315.9% | +320.7% |
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