-15.2%
AMT vs CAI
-7.1%
-8.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -0.2% | -2.2% | +2.0% | -0.1% |
| 30D | +4.6% | +52.4% | -47.8% | +2.4% |
| 3M | -8.4% | +45.1% | -53.5% | -10.3% |
| 6M | -6.0% | +26.2% | -32.3% | -8.1% |
| YTD | +2.1% | -7.1% | +9.2% | -0.2% |
| 1Y | -6.4% | -31.0% | +24.7% | -7.9% |
| All | -15.2% | -7.1% | -8.1% | -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 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