+7.9%
AMT vs CLX
-34.1%
+42.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | -0.2% | -3.5% | +3.4% | +0.8% |
| 30D | +1.8% | -11.9% | +13.7% | +5.2% |
| 3M | -6.2% | -2.6% | -3.6% | -5.9% |
| 6M | -5.0% | -18.2% | +13.2% | 0.0% |
| YTD | +2.1% | -5.9% | +8.0% | +2.7% |
| 1Y | -5.7% | -23.8% | +18.1% | +1.4% |
| 3Y | +7.9% | -33.6% | +41.5% | +17.0% |
| All | +7.9% | -34.1% | +42.1% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling