+72.8%
AMT vs CLBK
+61.7%
+11.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | -2.2% | +2.5% | -4.6% | -2.6% |
| 30D | +5.8% | +3.7% | +2.1% | +5.0% |
| 3M | +12.6% | -3.3% | +15.8% | +13.2% |
| 6M | +8.3% | +29.6% | -21.3% | +2.4% |
| YTD | +11.4% | +60.3% | -48.9% | +0.6% |
| 1Y | +7.7% | +63.4% | -55.7% | -3.3% |
| 3Y | +14.8% | +53.8% | -39.0% | +1.4% |
| 5Y | -18.0% | +29.0% | -46.9% | -26.6% |
| All | +72.8% | +61.7% | +11.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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