-5.7%
AMT vs CCJ
+33.1%
-38.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | 0.0% |
| 7D | -0.2% | +5.9% | -6.1% | 0.0% |
| 30D | +1.8% | +4.7% | -2.9% | +2.0% |
| 3M | -6.2% | -3.3% | -2.9% | -5.9% |
| 6M | -5.0% | -7.0% | +2.0% | -4.5% |
| YTD | +2.1% | +11.5% | -9.4% | +4.5% |
| 1Y | -5.7% | +32.3% | -38.0% | -1.3% |
| All | -5.7% | +33.1% | -38.8% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling