+11.9%
AMP vs CAI
-9.9%
+21.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.7% |
| 7D | -0.5% | -2.9% | +2.4% | -0.4% |
| 30D | -1.3% | +9.3% | -10.7% | -1.6% |
| 3M | +24.2% | +35.2% | -11.0% | +22.5% |
| 6M | +24.6% | +30.7% | -6.2% | +22.4% |
| YTD | +14.8% | -9.8% | +24.6% | +13.4% |
| 1Y | +12.8% | -28.9% | +41.6% | +12.5% |
| All | +11.9% | -9.9% | +21.8% | +11.9% |
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