+12.4%
AMT vs CG
+47.3%
-34.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.7% |
| 7D | +0.5% | -1.2% | +1.7% | +0.6% |
| 30D | +13.6% | +5.0% | +8.6% | +13.6% |
| 3M | +11.5% | -18.2% | +29.7% | +11.5% |
| 6M | +6.9% | -20.7% | +27.6% | +7.0% |
| YTD | +10.8% | -31.4% | +42.2% | +10.8% |
| 1Y | +10.3% | -22.3% | +32.6% | +10.4% |
| 3Y | +12.4% | +50.2% | -37.8% | -6.2% |
| All | +12.4% | +47.3% | -34.9% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling