-7.3%
AMT vs CAI
-9.3%
+2.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.4% | -26.3% | +23.9% | -1.1% |
| 30D | +4.2% | -17.5% | +21.7% | +4.9% |
| 3M | +13.4% | +5.8% | +7.6% | +12.5% |
| 6M | +9.4% | +53.6% | -44.2% | +6.3% |
| YTD | +11.7% | -9.2% | +20.9% | +8.8% |
| 1Y | +7.1% | -2.7% | +9.8% | +4.1% |
| All | -7.3% | -9.3% | +2.0% | -9.7% |
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