+1,444.4%
AMT vs CLX
+439.0%
+1,005.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | +1.6% | +13.6% | -12.0% | -1.7% |
| 30D | +4.5% | +29.1% | -24.6% | -2.3% |
| 3M | +13.8% | +1.6% | +12.2% | +13.0% |
| 6M | +10.0% | +18.7% | -8.7% | +4.6% |
| YTD | +11.8% | +11.1% | +0.7% | +7.6% |
| 1Y | +10.2% | +7.0% | +3.2% | +7.1% |
| 3Y | +15.1% | -10.0% | +25.1% | +16.3% |
| 5Y | -18.8% | -22.6% | +3.8% | -16.4% |
| 10Y | +133.7% | +29.3% | +104.3% | +109.0% |
| All | +1,444.4% | +439.0% | +1,005.5% | +1,054.7% |
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 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