+10.1%
AMT vs CBOE
+44.9%
-34.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | +1.5% | +6.3% | -4.8% | +0.5% |
| 30D | +6.8% | +24.9% | -18.1% | +3.1% |
| 3M | +11.2% | +28.5% | -17.2% | +7.0% |
| 6M | +12.5% | +2.9% | +9.6% | +9.4% |
| YTD | +12.5% | +50.7% | -38.2% | +2.2% |
| 1Y | +10.1% | +45.5% | -35.4% | +1.4% |
| All | +10.1% | +44.9% | -34.8% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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