+10.1%
AMT vs CCI
+2.5%
+7.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.1% |
| 7D | +1.5% | +2.5% | -1.0% | -0.3% |
| 30D | +6.8% | +14.4% | -7.6% | -3.2% |
| 3M | +11.2% | +21.7% | -10.5% | -3.8% |
| 6M | +12.5% | +4.0% | +8.5% | +9.3% |
| YTD | +12.5% | +6.2% | +6.3% | +8.3% |
| 1Y | +10.1% | +5.4% | +4.7% | +6.7% |
| All | +10.1% | +2.5% | +7.6% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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