+140.1%
AMT vs CAH
+412.5%
-272.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -2.2% | +3.9% | -6.0% | -2.9% |
| 30D | +5.8% | +16.0% | -10.3% | +2.8% |
| 3M | +12.6% | +19.1% | -6.5% | +8.7% |
| 6M | +8.3% | +53.0% | -44.7% | -0.6% |
| YTD | +11.4% | +36.6% | -25.2% | +4.0% |
| 1Y | +7.7% | +37.4% | -29.7% | +0.4% |
| 3Y | +14.8% | +178.8% | -164.0% | -9.3% |
| 5Y | -18.0% | +498.6% | -516.5% | -46.2% |
| All | +140.1% | +412.5% | -272.4% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling