+16.0%
AMT vs CG
+46.4%
-30.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +1.0% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | +6.8% | +11.2% | -4.4% | +6.8% |
| 3M | +11.2% | -22.1% | +33.3% | +11.2% |
| 6M | +12.5% | -17.9% | +30.4% | +12.5% |
| YTD | +12.5% | -31.3% | +43.8% | +12.4% |
| 1Y | +10.1% | -24.0% | +34.1% | +10.2% |
| 3Y | +16.0% | +45.0% | -28.9% | -1.4% |
| All | +16.0% | +46.4% | -30.4% | -1.4% |
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