+276.7%
AMD vs CAI
-7.1%
+283.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.8% |
| 7D | +2.6% | -2.2% | +4.8% | +2.8% |
| 30D | -0.9% | +52.4% | -53.3% | -6.2% |
| 3M | -8.7% | +45.1% | -53.8% | -13.2% |
| 6M | +136.3% | +26.2% | +110.1% | +125.6% |
| YTD | +123.0% | -7.1% | +130.1% | +123.9% |
| 1Y | +195.2% | -31.0% | +226.2% | +209.9% |
| All | +276.7% | -7.1% | +283.8% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling