+1,473.8%
AMT vs CI
+1,696.5%
-222.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.1% |
| 7D | +4.4% | +1.0% | +3.3% | +4.1% |
| 30D | +17.7% | +9.9% | +7.8% | +14.7% |
| 3M | +16.7% | +12.1% | +4.6% | +13.0% |
| 6M | +11.1% | +10.6% | +0.5% | +7.8% |
| YTD | +13.9% | +11.4% | +2.5% | +9.8% |
| 1Y | +12.5% | +18.8% | -6.3% | +6.5% |
| 3Y | +13.2% | +2.9% | +10.3% | +8.3% |
| 5Y | -17.9% | +54.5% | -72.4% | -30.9% |
| 10Y | +122.8% | +175.7% | -52.9% | +50.1% |
| All | +1,473.8% | +1,696.5% | -222.7% | +398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling