-15.0%
AMRZ vs CAI
-0.4%
-14.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -5.5% | -26.3% | +20.8% | -3.3% |
| 30D | +15.6% | -17.5% | +33.2% | +17.1% |
| 3M | -12.1% | +5.8% | -17.9% | -13.2% |
| 6M | -19.4% | +53.6% | -73.1% | -24.7% |
| YTD | -21.9% | -9.2% | -12.6% | -23.5% |
| 1Y | -15.0% | -2.7% | -12.4% | -19.3% |
| All | -15.0% | -0.4% | -14.7% | -19.3% |
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