+94.2%
AMT vs CI
+146.1%
-51.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -0.2% | +1.3% | -1.5% | -0.5% |
| 30D | +4.6% | +4.4% | +0.2% | +3.6% |
| 3M | -8.4% | +0.7% | -9.1% | -8.7% |
| 6M | -6.0% | +0.3% | -6.4% | -6.4% |
| YTD | +2.1% | +3.8% | -1.7% | +0.7% |
| 1Y | -6.4% | -5.5% | -0.9% | -6.3% |
| 3Y | +8.1% | +8.1% | -0.1% | +2.6% |
| 5Y | -31.9% | +42.8% | -74.7% | -41.0% |
| All | +94.2% | +146.1% | -51.9% | +57.9% |
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