+1,311.4%
AMT vs CI
+1,574.3%
-262.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -0.2% | +1.3% | -1.5% | -0.6% |
| 30D | +4.6% | +4.4% | +0.2% | +3.4% |
| 3M | -8.4% | +0.7% | -9.1% | -8.8% |
| 6M | -6.0% | +0.3% | -6.4% | -6.5% |
| YTD | +2.1% | +3.8% | -1.7% | +0.4% |
| 1Y | -6.4% | -5.5% | -0.9% | -6.4% |
| 3Y | +8.1% | +8.1% | -0.1% | +1.9% |
| 5Y | -31.9% | +42.8% | -74.7% | -41.5% |
| 10Y | +97.1% | +143.9% | -46.8% | +37.3% |
| All | +1,311.4% | +1,574.3% | -262.9% | +356.1% |
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