+58.4%
AMT vs CLBK
+67.9%
-9.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | +1.2% | -1.4% | -0.5% |
| 30D | +4.6% | +9.1% | -4.5% | +2.8% |
| 3M | -8.4% | +27.7% | -36.1% | -13.1% |
| 6M | -6.0% | +40.8% | -46.9% | -12.6% |
| YTD | +2.1% | +66.4% | -64.3% | -8.4% |
| 1Y | -6.4% | +72.4% | -78.8% | -17.0% |
| 3Y | +8.1% | +50.7% | -42.6% | -3.6% |
| 5Y | -31.9% | +42.9% | -74.9% | -41.0% |
| All | +58.4% | +67.9% | -9.5% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling