-31.2%
AMT vs CMI
+163.4%
-194.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -2.7% | +0.8% | -3.5% | -2.8% |
| 30D | +2.0% | -12.8% | +14.8% | +3.3% |
| 3M | -9.3% | -12.4% | +3.2% | -8.8% |
| 6M | -5.2% | -0.9% | -4.4% | -7.1% |
| YTD | +0.5% | +8.9% | -8.4% | -3.3% |
| 1Y | -7.3% | +37.7% | -45.0% | -14.6% |
| 3Y | +6.2% | +148.9% | -142.6% | -18.2% |
| 5Y | -31.2% | +164.4% | -195.5% | -49.7% |
| All | -31.2% | +163.4% | -194.6% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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