-5.7%
AMT vs CG
-26.2%
+20.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | +1.8% | -3.2% | +5.0% | +1.9% |
| 3M | -6.2% | +6.2% | -12.4% | -6.4% |
| 6M | -5.0% | -4.7% | -0.3% | -5.1% |
| YTD | +2.1% | -20.6% | +22.7% | +3.2% |
| 1Y | -5.7% | -26.4% | +20.6% | -5.7% |
| All | -5.7% | -26.2% | +20.5% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling