+84.0%
AMD vs CAI
-3.7%
+87.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.1% | +14.1% | +11.6% |
| 7D | -11.0% | -26.5% | +15.5% | -6.1% |
| 30D | -30.5% | -6.9% | -23.6% | -27.8% |
| 3M | -8.2% | +26.1% | -34.4% | -7.1% |
| 6M | +6.6% | +31.9% | -25.3% | +5.6% |
| YTD | +109.7% | -6.5% | +116.2% | +115.5% |
| All | +84.0% | -3.7% | +87.7% | +88.7% |
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 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