+133.7%
AMT vs CG
+308.6%
-174.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.0% |
| 7D | +1.6% | +2.0% | -0.3% | +1.2% |
| 30D | +4.5% | +8.5% | -4.1% | +2.7% |
| 3M | +13.8% | -12.1% | +25.9% | +16.3% |
| 6M | +10.0% | -16.4% | +26.5% | +13.2% |
| YTD | +11.8% | -28.0% | +39.7% | +17.7% |
| 1Y | +10.2% | -18.9% | +29.1% | +13.1% |
| 3Y | +15.1% | +51.2% | -36.1% | -4.4% |
| 5Y | -18.8% | -15.9% | -3.0% | -24.6% |
| 10Y | +133.7% | +305.9% | -172.2% | +74.5% |
| All | +133.7% | +308.6% | -174.9% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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