+1.7%
AMT vs CAVA
+33.0%
-31.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +2.8% |
| 7D | +1.1% | -8.0% | +9.2% | +1.1% |
| 30D | +4.4% | -19.6% | +23.9% | +4.2% |
| 3M | -5.2% | -36.7% | +31.5% | -5.4% |
| 6M | -0.8% | -30.6% | +29.8% | -0.9% |
| YTD | +3.3% | -4.8% | +8.1% | +3.5% |
| 1Y | -6.0% | -13.1% | +7.1% | -5.8% |
| 3Y | +9.6% | +48.8% | -39.2% | +4.3% |
| All | +1.7% | +33.0% | -31.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 5y: compounded portfolio wealth divided by compounded CAVA 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…
5y analysis · Full analysis span regression · 6 months rolling