+170.1%
AMT vs CFG
+347.0%
-176.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | +0.5% | -0.9% | +1.4% | +0.7% |
| 30D | +13.6% | +1.1% | +12.5% | +13.4% |
| 3M | +11.5% | -12.0% | +23.5% | +13.6% |
| 6M | +6.9% | -2.2% | +9.2% | +7.1% |
| YTD | +10.8% | +11.4% | -0.6% | +8.3% |
| 1Y | +10.3% | +27.8% | -17.5% | +5.4% |
| 3Y | +12.4% | +173.3% | -160.9% | -8.4% |
| 5Y | -20.1% | +62.4% | -82.5% | -29.8% |
| 10Y | +116.8% | +249.6% | -132.7% | +45.8% |
| All | +170.1% | +347.0% | -176.9% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling