-15.3%
AMT vs CAI
-8.1%
-7.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.2% | +0.2% | -0.3% | -0.2% |
| 30D | +1.8% | +9.1% | -7.3% | +1.4% |
| 3M | -6.2% | +53.8% | -60.0% | -8.3% |
| 6M | -5.0% | +33.5% | -38.5% | -7.1% |
| YTD | +2.1% | -8.0% | +10.1% | -0.2% |
| 1Y | -5.7% | -28.7% | +23.0% | -7.3% |
| All | -15.3% | -8.1% | -7.2% | -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 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