-31.3%
AMT vs CFG
+101.4%
-132.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | +1.5% | -1.8% | -0.4% |
| 30D | +4.6% | -3.8% | +8.5% | +5.2% |
| 3M | -8.4% | +11.5% | -19.9% | -10.0% |
| 6M | -6.0% | +19.2% | -25.2% | -8.6% |
| YTD | +2.1% | +23.7% | -21.6% | -1.5% |
| 1Y | -6.4% | +38.8% | -45.2% | -11.5% |
| 3Y | +8.1% | +178.9% | -170.8% | -14.9% |
| All | -31.3% | +101.4% | -132.7% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling