+73.4%
AMT vs CLBK
+63.3%
+10.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | +1.6% | +2.9% | -1.2% | +1.1% |
| 30D | +4.5% | +5.4% | -0.9% | +3.4% |
| 3M | +13.8% | +5.8% | +8.0% | +12.3% |
| 6M | +10.0% | +28.9% | -18.9% | +4.1% |
| YTD | +11.8% | +61.8% | -50.1% | +0.7% |
| 1Y | +10.2% | +63.1% | -52.9% | -1.0% |
| 3Y | +15.1% | +55.3% | -40.2% | +1.5% |
| 5Y | -18.8% | +28.0% | -46.8% | -27.0% |
| All | +73.4% | +63.3% | +10.1% | +39.8% |
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 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