-30.9%
AMT vs CBOE
+146.7%
-177.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +1.5% | -0.8% | +2.2% | +1.7% |
| 30D | +3.7% | +2.7% | +1.0% | +2.8% |
| 3M | -7.2% | +0.7% | -7.9% | -7.8% |
| 6M | -4.2% | -2.0% | -2.2% | -5.3% |
| YTD | +1.9% | +17.1% | -15.3% | -5.3% |
| 1Y | -6.4% | +26.5% | -32.9% | -15.4% |
| 3Y | +7.7% | +96.1% | -88.4% | -17.0% |
| 5Y | -30.9% | +149.3% | -180.2% | -52.7% |
| All | -30.9% | +146.7% | -177.6% | -52.7% |
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