-31.3%
AMT vs CLX
-34.6%
+3.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -0.2% | -9.2% | +9.0% | +2.1% |
| 30D | +4.6% | -11.0% | +15.7% | +7.5% |
| 3M | -8.4% | +5.0% | -13.5% | -9.9% |
| 6M | -6.0% | -18.8% | +12.8% | -1.6% |
| YTD | +2.1% | -4.4% | +6.5% | +2.5% |
| 1Y | -6.4% | -21.9% | +15.5% | -1.2% |
| 3Y | +8.1% | -32.8% | +40.8% | +17.5% |
| All | -31.3% | -34.6% | +3.3% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling