-18.5%
AMRZ vs CAI
-5.2%
-13.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.5% |
| 7D | +1.2% | -26.5% | +27.7% | +4.1% |
| 30D | +15.1% | -6.9% | +22.0% | +15.4% |
| 3M | -18.1% | +26.1% | -44.2% | -21.3% |
| 6M | -23.5% | +31.9% | -55.3% | -27.8% |
| YTD | -21.6% | -6.5% | -15.1% | -22.7% |
| 1Y | -14.7% | +2.5% | -17.3% | -17.4% |
| All | -18.5% | -5.2% | -13.3% | -21.8% |
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