+1,311.4%
AMT vs CMI
+7,433.8%
-6,122.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.9% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | +4.6% | -13.4% | +18.1% | +9.0% |
| 3M | -8.4% | -17.0% | +8.5% | -4.5% |
| 6M | -6.0% | -1.6% | -4.4% | -7.6% |
| YTD | +2.1% | +11.0% | -8.9% | -3.7% |
| 1Y | -6.4% | +41.9% | -48.3% | -18.7% |
| 3Y | +8.1% | +151.8% | -143.7% | -23.7% |
| 5Y | -31.9% | +163.6% | -195.5% | -53.4% |
| 10Y | +97.1% | +472.9% | -375.8% | -0.5% |
| All | +1,311.4% | +7,433.8% | -6,122.5% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling