+105.4%
AMT vs CAG
-35.6%
+141.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +1.5% | -6.6% | +8.1% | +3.4% |
| 30D | +3.7% | +2.3% | +1.4% | +3.0% |
| 3M | -7.2% | +16.3% | -23.5% | -11.4% |
| 6M | -4.2% | -16.0% | +11.9% | +0.1% |
| YTD | +1.9% | -7.7% | +9.6% | +3.4% |
| 1Y | -6.4% | -16.0% | +9.7% | -2.5% |
| 3Y | +7.7% | -37.7% | +45.4% | +21.0% |
| 5Y | -30.9% | -41.2% | +10.3% | -21.7% |
| 10Y | +105.4% | -33.8% | +139.2% | +118.6% |
| All | +105.4% | -35.6% | +141.0% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling