-15.4%
AMT vs CAI
-11.0%
-4.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | +1.5% | -3.1% | +4.6% | +1.6% |
| 30D | +3.7% | +2.7% | +1.0% | +3.5% |
| 3M | -7.2% | +41.7% | -48.9% | -8.9% |
| 6M | -4.2% | +26.5% | -30.6% | -6.1% |
| YTD | +1.9% | -10.9% | +12.8% | -0.2% |
| 1Y | -6.4% | -29.2% | +22.9% | -7.9% |
| All | -15.4% | -11.0% | -4.4% | -17.1% |
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