-16.6%
AMRZ vs CAI
-3.9%
-12.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +2.1% |
| 7D | -1.1% | -20.3% | +19.2% | +1.0% |
| 30D | +18.3% | -13.9% | +32.2% | +19.7% |
| 3M | -8.0% | +12.4% | -20.4% | -10.1% |
| 6M | -18.7% | +58.3% | -77.0% | -25.2% |
| YTD | -19.8% | -5.2% | -14.6% | -21.1% |
| 1Y | -12.3% | -0.2% | -12.2% | -14.6% |
| All | -16.6% | -3.9% | -12.7% | -20.1% |
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 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