+12.4%
AMT vs CCJ
+69.7%
-57.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -7.0% | -2.5% |
| 7D | +0.5% | -7.3% | +7.8% | +0.3% |
| 30D | +13.6% | -20.0% | +33.6% | +12.8% |
| 3M | +11.5% | -23.8% | +35.3% | +10.5% |
| 6M | +6.9% | -42.4% | +49.3% | +5.1% |
| YTD | +10.8% | -22.1% | +32.9% | +10.9% |
| 1Y | +10.3% | -20.8% | +31.2% | +10.6% |
| 3Y | +12.4% | +75.7% | -63.3% | +20.8% |
| All | +12.4% | +69.7% | -57.3% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling