+1,311.4%
AMT vs CLX
+363.8%
+947.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -0.2% | -9.2% | +9.0% | +2.3% |
| 30D | +4.6% | -11.0% | +15.7% | +7.7% |
| 3M | -8.4% | +5.0% | -13.5% | -9.9% |
| 6M | -6.0% | -18.8% | +12.8% | -1.5% |
| YTD | +2.1% | -4.4% | +6.5% | +2.4% |
| 1Y | -6.4% | -21.9% | +15.5% | -1.2% |
| 3Y | +8.1% | -32.8% | +40.8% | +17.7% |
| 5Y | -31.9% | -34.6% | +2.6% | -26.7% |
| 10Y | +97.1% | -4.7% | +101.8% | +90.6% |
| All | +1,311.4% | +363.8% | +947.6% | +999.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling