+133.5%
AMT vs CI
+149.2%
-15.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -2.4% | -1.3% | -1.1% | -2.1% |
| 30D | +4.2% | +6.4% | -2.2% | +2.6% |
| 3M | +13.4% | +10.7% | +2.7% | +10.6% |
| 6M | +9.4% | +5.5% | +3.9% | +7.7% |
| YTD | +11.7% | +11.4% | +0.3% | +8.1% |
| 1Y | +7.1% | +15.0% | -7.9% | +2.8% |
| 3Y | +15.1% | +9.0% | +6.1% | +9.1% |
| 5Y | -17.9% | +52.0% | -69.8% | -30.2% |
| 10Y | +133.5% | +150.9% | -17.4% | +74.3% |
| All | +133.5% | +149.2% | -15.6% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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