+95.0%
AMT vs CG
+345.5%
-250.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | +1.8% | -3.2% | +5.0% | +2.4% |
| 3M | -6.2% | +6.2% | -12.4% | -7.7% |
| 6M | -5.0% | -4.7% | -0.3% | -4.7% |
| YTD | +2.1% | -20.6% | +22.7% | +5.7% |
| 1Y | -5.7% | -26.4% | +20.6% | -1.2% |
| 3Y | +7.9% | +55.4% | -47.5% | -10.2% |
| 5Y | -32.3% | +9.8% | -42.2% | -40.7% |
| 10Y | +95.0% | +341.4% | -246.3% | +35.7% |
| All | +95.0% | +345.5% | -250.5% | +35.7% |
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