-14.7%
AMRZ vs CAI
-5.8%
-8.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -1.9% | -2.2% | +0.3% | -1.6% |
| 30D | -16.9% | +52.4% | -69.3% | -22.2% |
| 3M | -19.2% | +45.1% | -64.3% | -23.8% |
| 6M | -29.3% | +26.2% | -55.5% | -32.6% |
| YTD | -18.0% | -7.1% | -10.9% | -18.4% |
| 1Y | -15.1% | -31.0% | +16.0% | -11.0% |
| All | -14.7% | -5.8% | -8.9% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling