-6.4%
AMT vs CAG
-16.0%
+9.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +1.5% | -6.6% | +8.1% | +3.5% |
| 30D | +3.7% | +2.3% | +1.4% | +2.8% |
| 3M | -7.2% | +16.3% | -23.5% | -11.8% |
| 6M | -4.2% | -16.0% | +11.9% | +0.1% |
| YTD | +1.9% | -7.7% | +9.6% | +3.5% |
| 1Y | -6.4% | -16.0% | +9.7% | -2.5% |
| All | -6.4% | -16.0% | +9.7% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling