+1,454.7%
AMT vs CMI
+5,975.2%
-4,520.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +6.8% | -14.0% | +20.9% | +11.2% |
| 3M | +11.2% | -28.1% | +39.3% | +21.9% |
| 6M | +12.5% | -35.8% | +48.3% | +25.7% |
| YTD | +12.5% | -10.5% | +23.0% | +12.5% |
| 1Y | +10.1% | -1.9% | +12.0% | +6.9% |
| 3Y | +16.0% | +121.0% | -105.0% | -15.4% |
| 5Y | -17.2% | +114.6% | -131.7% | -39.9% |
| 10Y | +135.2% | +325.5% | -190.2% | +30.0% |
| All | +1,454.7% | +5,975.2% | -4,520.5% | +120.1% |
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