-17.9%
AMT vs CF
+125.5%
-143.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.8% |
| 7D | +4.4% | +0.4% | +4.0% | +4.3% |
| 30D | +17.7% | +2.2% | +15.5% | +17.5% |
| 3M | +16.7% | +2.1% | +14.6% | +16.4% |
| 6M | +11.1% | -6.5% | +17.7% | +11.4% |
| YTD | +13.9% | +55.6% | -41.7% | +8.9% |
| 1Y | +12.5% | +42.3% | -29.8% | +8.4% |
| 3Y | +13.2% | +55.7% | -42.6% | +6.9% |
| 5Y | -17.9% | +122.4% | -140.3% | -28.9% |
| All | -17.9% | +125.5% | -143.3% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling