+15.5%
AMT vs CLBK
+51.8%
-36.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | 0.0% |
| 7D | +0.4% | +1.8% | -1.4% | +0.3% |
| 30D | +3.7% | +5.1% | -1.4% | +3.4% |
| 3M | +10.7% | +5.2% | +5.5% | +10.3% |
| 6M | +9.3% | +28.6% | -19.3% | +7.1% |
| YTD | +10.9% | +61.4% | -50.5% | +7.0% |
| 1Y | +10.5% | +64.7% | -54.2% | +6.4% |
| 3Y | +15.5% | +55.1% | -39.6% | +9.7% |
| All | +15.5% | +51.8% | -36.3% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling