+105.7%
AMT vs CLX
-1.7%
+107.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | -0.2% | -3.5% | +3.4% | +0.9% |
| 30D | +1.8% | -11.9% | +13.7% | +5.7% |
| 3M | -6.2% | -2.6% | -3.6% | -5.8% |
| 6M | -5.0% | -18.2% | +13.2% | +0.2% |
| YTD | +2.1% | -5.9% | +8.0% | +2.8% |
| 1Y | -5.7% | -23.8% | +18.1% | +1.3% |
| 3Y | +7.9% | -33.6% | +41.5% | +20.0% |
| 5Y | -32.3% | -35.7% | +3.3% | -25.9% |
| All | +105.7% | -1.7% | +107.4% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling