-7.5%
AMT vs CAI
-11.3%
+3.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | -0.1% |
| 7D | -2.2% | -8.0% | +5.8% | -1.8% |
| 30D | +5.8% | -18.9% | +24.6% | +6.5% |
| 3M | +12.6% | +7.6% | +4.9% | +11.6% |
| 6M | +8.3% | +43.0% | -34.7% | +5.5% |
| YTD | +11.4% | -11.2% | +22.6% | +8.6% |
| 1Y | +7.7% | -3.3% | +11.0% | +4.7% |
| All | -7.5% | -11.3% | +3.7% | -9.8% |
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 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