-13.5%
AMT vs CI
+49.5%
-63.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +1.5% | +1.2% | +0.3% | +1.3% |
| 30D | +6.8% | +2.6% | +4.3% | +6.3% |
| 3M | +11.2% | +7.4% | +3.8% | +9.7% |
| 6M | +12.5% | -0.1% | +12.6% | +12.2% |
| YTD | +12.5% | +9.7% | +2.8% | +10.1% |
| 1Y | +10.1% | +12.1% | -2.0% | +7.3% |
| 3Y | +16.0% | +7.0% | +9.0% | +12.8% |
| All | -13.5% | +49.5% | -63.0% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling