+7.9%
AMT vs CCI
-10.9%
+18.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.2% | +0.2% | -0.3% | -0.3% |
| 30D | +1.8% | +0.5% | +1.3% | +1.5% |
| 3M | -6.2% | -16.3% | +10.1% | +7.8% |
| 6M | -5.0% | -13.9% | +9.0% | +6.8% |
| YTD | +2.1% | -12.4% | +14.5% | +12.7% |
| 1Y | -5.7% | -15.2% | +9.4% | +6.7% |
| 3Y | +7.9% | -9.9% | +17.8% | +13.0% |
| All | +7.9% | -10.9% | +18.8% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling