-32.3%
AMT vs CLBK
+43.5%
-75.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.2% | +1.1% | -1.3% | -0.3% |
| 30D | +1.8% | +7.8% | -5.9% | +0.9% |
| 3M | -6.2% | +23.9% | -30.0% | -8.7% |
| 6M | -5.0% | +42.3% | -47.3% | -9.1% |
| YTD | +2.1% | +65.4% | -63.3% | -4.2% |
| 1Y | -5.7% | +70.3% | -76.1% | -12.0% |
| 3Y | +7.9% | +54.5% | -46.5% | +0.4% |
| 5Y | -32.3% | +43.1% | -75.4% | -37.2% |
| All | -32.3% | +43.5% | -75.8% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling