-20.6%
AMT vs CLX
-23.1%
+2.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -1.3% |
| 7D | +0.4% | +17.4% | -17.0% | -3.6% |
| 30D | +3.7% | +27.8% | -24.0% | -2.5% |
| 3M | +10.7% | +3.0% | +7.7% | +9.5% |
| 6M | +9.3% | +17.5% | -8.3% | +4.2% |
| YTD | +10.9% | +10.0% | +1.0% | +7.3% |
| 1Y | +10.5% | +3.3% | +7.2% | +8.5% |
| 3Y | +15.5% | -10.1% | +25.7% | +17.5% |
| 5Y | -20.6% | -23.7% | +3.2% | -18.6% |
| All | -20.6% | -23.1% | +2.5% | -18.6% |
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