+452.4%
AMT vs CBOE
+1,045.3%
-592.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | -0.2% | -3.6% | +3.4% | +0.8% |
| 30D | +4.6% | +5.1% | -0.4% | +3.1% |
| 3M | -8.4% | +4.6% | -13.1% | -10.0% |
| 6M | -6.0% | -0.3% | -5.8% | -7.2% |
| YTD | +2.1% | +19.8% | -17.6% | -4.4% |
| 1Y | -6.4% | +28.4% | -34.7% | -14.2% |
| 3Y | +8.1% | +104.1% | -96.0% | -13.8% |
| 5Y | -31.9% | +150.9% | -182.8% | -49.3% |
| 10Y | +97.1% | +393.5% | -296.4% | +22.6% |
| All | +452.4% | +1,045.3% | -592.9% | +162.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling