+140.1%
AMT vs CCJ
+778.2%
-638.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | 0.0% |
| 7D | -2.2% | +5.0% | -7.2% | -2.5% |
| 30D | +5.8% | -16.7% | +22.5% | +6.8% |
| 3M | +12.6% | -27.5% | +40.1% | +14.4% |
| 6M | +8.3% | -38.6% | +46.9% | +11.0% |
| YTD | +11.4% | -21.5% | +33.0% | +12.1% |
| 1Y | +7.7% | -22.3% | +30.0% | +8.3% |
| 3Y | +14.8% | +69.9% | -55.1% | +6.3% |
| 5Y | -18.0% | +163.6% | -181.5% | -28.8% |
| All | +140.1% | +778.2% | -638.1% | +86.8% |
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