+999.0%
AMT vs CCI
+905.5%
+93.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.1% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | +4.6% | +2.7% | +1.9% | +3.2% |
| 3M | -8.4% | -18.2% | +9.8% | +2.0% |
| 6M | -6.0% | -14.8% | +8.8% | +2.5% |
| YTD | +2.1% | -12.6% | +14.7% | +9.8% |
| 1Y | -6.4% | -16.7% | +10.4% | +3.3% |
| 3Y | +8.1% | -10.5% | +18.6% | +15.2% |
| 5Y | -31.9% | -51.4% | +19.5% | +0.6% |
| 10Y | +97.1% | +20.0% | +77.1% | +87.2% |
| All | +999.0% | +905.5% | +93.6% | +192.2% |
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