+124.5%
AMT vs CCJ
+859.4%
-734.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.2% |
| 7D | +0.4% | +2.7% | -2.3% | +0.2% |
| 30D | +3.7% | -14.4% | +18.1% | +4.5% |
| 3M | +10.7% | -22.6% | +33.3% | +12.1% |
| 6M | +9.3% | -35.4% | +44.7% | +11.6% |
| YTD | +10.9% | -17.6% | +28.6% | +11.3% |
| 1Y | +10.5% | -18.1% | +28.7% | +10.9% |
| 3Y | +15.5% | +79.6% | -64.0% | +6.8% |
| 5Y | -20.6% | +175.3% | -195.8% | -31.1% |
| 10Y | +124.5% | +844.8% | -720.3% | +82.9% |
| All | +124.5% | +859.4% | -734.9% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling