-20.6%
AMT vs CLBK
+28.0%
-48.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.1% |
| 7D | +0.4% | +1.8% | -1.4% | +0.2% |
| 30D | +3.7% | +5.1% | -1.4% | +3.1% |
| 3M | +10.7% | +5.2% | +5.5% | +9.9% |
| 6M | +9.3% | +28.6% | -19.3% | +5.7% |
| YTD | +10.9% | +61.4% | -50.5% | +4.3% |
| 1Y | +10.5% | +64.7% | -54.2% | +3.5% |
| 3Y | +15.5% | +55.1% | -39.6% | +7.1% |
| 5Y | -20.6% | +28.4% | -48.9% | -26.8% |
| All | -20.6% | +28.0% | -48.6% | -26.8% |
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