-13.5%
AMT vs CBOE
+202.6%
-216.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.5% |
| 7D | +1.5% | +6.3% | -4.8% | -0.2% |
| 30D | +6.8% | +24.9% | -18.1% | +0.4% |
| 3M | +11.2% | +28.5% | -17.2% | +3.5% |
| 6M | +12.5% | +2.9% | +9.6% | +11.0% |
| YTD | +12.5% | +50.7% | -38.2% | -2.7% |
| 1Y | +10.1% | +45.5% | -35.4% | -3.7% |
| 3Y | +16.0% | +116.3% | -100.3% | -12.0% |
| All | -13.5% | +202.6% | -216.1% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling