+12.4%
AMT vs CAH
+38.5%
-26.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.5% | +4.1% |
| 7D | +6.0% | +7.0% | -1.0% | +6.3% |
| 30D | +20.1% | +12.4% | +7.7% | +20.5% |
| 3M | +12.4% | +12.2% | +0.2% | +12.9% |
| 6M | +9.9% | +33.2% | -23.3% | +11.0% |
| YTD | +14.4% | +28.4% | -14.0% | +14.0% |
| 1Y | +12.4% | +35.0% | -22.6% | +11.8% |
| All | +12.4% | +38.5% | -26.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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