+1,443.4%
AMT vs CAH
+1,606.7%
-163.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.4% | +5.9% | -8.3% | -3.9% |
| 30D | +4.2% | +16.5% | -12.3% | -0.1% |
| 3M | +13.4% | +15.7% | -2.3% | +8.7% |
| 6M | +9.4% | +52.7% | -43.3% | -2.9% |
| YTD | +11.7% | +36.3% | -24.6% | +1.5% |
| 1Y | +7.1% | +36.7% | -29.6% | -2.7% |
| 3Y | +15.1% | +178.2% | -163.1% | -15.9% |
| 5Y | -17.9% | +515.8% | -533.6% | -52.8% |
| 10Y | +133.5% | +411.8% | -278.3% | +31.7% |
| All | +1,443.4% | +1,606.7% | -163.4% | +410.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling