+1,089.1%
AMT vs CF
+4,965.4%
-3,876.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.4% | +8.4% | +4.8% |
| 7D | +6.0% | -6.9% | +12.9% | +7.3% |
| 30D | +20.1% | -3.7% | +23.8% | +20.7% |
| 3M | +12.4% | -5.0% | +17.3% | +12.9% |
| 6M | +9.9% | -10.5% | +20.4% | +11.3% |
| YTD | +14.4% | +46.5% | -32.1% | +4.7% |
| 1Y | +12.4% | +34.8% | -22.4% | +4.4% |
| 3Y | +13.7% | +46.7% | -33.0% | +2.1% |
| 5Y | -17.8% | +112.0% | -129.8% | -33.6% |
| 10Y | +123.8% | +529.7% | -405.9% | +31.5% |
| All | +1,089.1% | +4,965.4% | -3,876.4% | +242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling