+1,092.7%
AMT vs CCI
+1,091.9%
+0.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.3% |
| 7D | +0.5% | -0.1% | +0.6% | +0.6% |
| 30D | +13.6% | +28.4% | -14.8% | -1.0% |
| 3M | +11.5% | +20.0% | -8.5% | +0.7% |
| 6M | +6.9% | +0.8% | +6.2% | +6.2% |
| YTD | +10.8% | +3.6% | +7.2% | +8.3% |
| 1Y | +10.3% | +6.1% | +4.2% | +6.4% |
| 3Y | +12.4% | +7.2% | +5.2% | +8.2% |
| 5Y | -20.1% | -37.0% | +16.9% | +2.5% |
| 10Y | +116.8% | +54.2% | +62.7% | +79.9% |
| All | +1,092.7% | +1,091.9% | +0.8% | +188.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling