-12.3%
AMRZ vs CAI
+12.6%
-24.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +5.1% |
| 7D | +10.3% | -6.3% | +16.6% | +10.8% |
| 30D | +18.7% | +9.3% | +9.4% | +17.6% |
| 3M | -14.6% | +106.3% | -121.0% | -21.7% |
| 6M | -12.9% | +77.7% | -90.6% | -18.9% |
| YTD | -17.4% | +23.1% | -40.5% | -20.4% |
| 1Y | -12.3% | +6.5% | -18.9% | -13.1% |
| All | -12.3% | +12.6% | -24.9% | -13.1% |
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 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