+142.4%
AMT vs CFG
+216.2%
-73.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +1.5% | +3.2% | -1.7% | +1.0% |
| 30D | +6.8% | +5.1% | +1.7% | +6.0% |
| 3M | +11.2% | -11.2% | +22.4% | +13.1% |
| 6M | +12.5% | +9.6% | +2.9% | +10.6% |
| YTD | +12.5% | +15.0% | -2.5% | +9.5% |
| 1Y | +10.1% | +29.9% | -19.8% | +5.0% |
| 3Y | +16.0% | +192.1% | -176.1% | -6.3% |
| 5Y | -17.2% | +62.3% | -79.4% | -27.1% |
| All | +142.4% | +216.2% | -73.8% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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