-7.2%
AMT vs CAI
-9.5%
+2.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +0.9% |
| 7D | +1.6% | -25.6% | +27.3% | +2.9% |
| 30D | +4.5% | -17.7% | +22.2% | +5.1% |
| 3M | +13.8% | +4.4% | +9.4% | +13.0% |
| 6M | +10.0% | +51.3% | -41.2% | +7.0% |
| YTD | +11.8% | -9.5% | +21.2% | +8.9% |
| 1Y | +10.2% | -1.5% | +11.7% | +7.1% |
| All | -7.2% | -9.5% | +2.3% | -9.6% |
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