+93.6%
AMT vs CF
+569.3%
-475.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | -0.8% |
| 7D | -0.2% | +6.0% | -6.2% | -0.7% |
| 30D | +4.6% | +14.8% | -10.2% | +3.3% |
| 3M | -8.4% | +14.1% | -22.5% | -9.6% |
| 6M | -6.0% | +28.5% | -34.6% | -8.8% |
| YTD | +2.1% | +74.9% | -72.8% | -3.9% |
| 1Y | -6.4% | +61.7% | -68.1% | -11.4% |
| 3Y | +8.1% | +80.3% | -72.3% | +0.2% |
| 5Y | -31.9% | +226.0% | -257.9% | -41.8% |
| All | +93.6% | +569.3% | -475.7% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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