-13.5%
AMT vs CMI
+114.0%
-127.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +1.5% | +0.5% | +1.0% | +1.5% |
| 30D | +6.8% | -14.0% | +20.9% | +8.1% |
| 3M | +11.2% | -28.1% | +39.3% | +14.4% |
| 6M | +12.5% | -35.8% | +48.3% | +16.7% |
| YTD | +12.5% | -10.5% | +23.0% | +9.9% |
| 1Y | +10.1% | -1.9% | +12.0% | +5.8% |
| 3Y | +16.0% | +121.0% | -105.0% | -12.2% |
| All | -13.5% | +114.0% | -127.4% | -34.8% |
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