+1,311.4%
AMT vs CAH
+1,417.0%
-105.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -0.2% | +5.4% | -5.6% | -1.6% |
| 30D | +4.6% | +3.3% | +1.3% | +3.6% |
| 3M | -8.4% | +22.8% | -31.2% | -13.6% |
| 6M | -6.0% | +11.3% | -17.3% | -9.1% |
| YTD | +2.1% | +21.1% | -19.0% | -4.0% |
| 1Y | -6.4% | +67.2% | -73.6% | -20.0% |
| 3Y | +8.1% | +195.6% | -187.6% | -22.4% |
| 5Y | -31.9% | +413.8% | -445.8% | -58.9% |
| 10Y | +97.1% | +309.6% | -212.5% | +18.2% |
| All | +1,311.4% | +1,417.0% | -105.6% | +382.5% |
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