+1,311.4%
AMT vs CCJ
+2,959.2%
-1,647.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | +4.6% | +6.9% | -2.2% | +3.3% |
| 3M | -8.4% | -11.6% | +3.2% | -7.2% |
| 6M | -6.0% | -16.2% | +10.2% | -4.5% |
| YTD | +2.1% | +10.1% | -8.0% | -1.4% |
| 1Y | -6.4% | +32.3% | -38.7% | -13.6% |
| 3Y | +8.1% | +171.3% | -163.2% | -16.3% |
| 5Y | -31.9% | +372.4% | -404.3% | -54.8% |
| 10Y | +97.1% | +1,070.0% | -972.9% | -3.1% |
| All | +1,311.4% | +2,959.2% | -1,647.8% | +514.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling