+7.2%
AMT vs CLX
+6.7%
+0.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | +1.6% | +13.6% | -12.0% | -1.1% |
| 30D | +4.5% | +29.1% | -24.6% | -1.1% |
| 3M | +13.8% | +1.6% | +12.2% | +12.6% |
| 6M | +10.0% | +18.7% | -8.7% | +5.2% |
| YTD | +11.8% | +11.1% | +0.7% | +10.5% |
| All | +7.2% | +6.7% | +0.5% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling