+142.4%
AMT vs CF
+479.1%
-336.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +1.0% |
| 7D | +1.5% | +4.8% | -3.3% | +1.1% |
| 30D | +6.8% | +4.7% | +2.1% | +6.4% |
| 3M | +11.2% | +7.4% | +3.8% | +10.3% |
| 6M | +12.5% | +0.6% | +11.9% | +12.1% |
| YTD | +12.5% | +64.1% | -51.6% | +6.0% |
| 1Y | +10.1% | +51.4% | -41.3% | +4.6% |
| 3Y | +16.0% | +67.8% | -51.8% | +7.8% |
| 5Y | -17.2% | +114.1% | -131.3% | -26.5% |
| All | +142.4% | +479.1% | -336.6% | +93.5% |
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