+262.4%
AMT vs CG
+351.2%
-88.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.7% |
| 7D | -0.2% | -4.3% | +4.1% | +0.6% |
| 30D | +4.6% | -5.1% | +9.7% | +5.6% |
| 3M | -8.4% | +8.7% | -17.1% | -10.3% |
| 6M | -6.0% | -9.2% | +3.2% | -4.9% |
| YTD | +2.1% | -18.9% | +21.0% | +5.3% |
| 1Y | -6.4% | -25.6% | +19.3% | -2.1% |
| 3Y | +8.1% | +57.3% | -49.2% | -9.1% |
| 5Y | -31.9% | +10.2% | -42.1% | -39.7% |
| 10Y | +97.1% | +364.2% | -267.1% | +25.0% |
| All | +262.4% | +351.2% | -88.8% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling