-22.9%
AMRZ vs CAI
-28.5%
+5.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.2% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -9.8% | +9.1% | -19.0% | -10.8% |
| 3M | -17.2% | +53.8% | -71.0% | -22.3% |
| 6M | -26.9% | +33.5% | -60.4% | -30.8% |
| YTD | -21.5% | -8.0% | -13.5% | -21.8% |
| 1Y | -22.9% | -28.7% | +5.8% | -18.1% |
| All | -22.9% | -28.5% | +5.6% | -18.1% |
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