+12.4%
AMT vs CMS
+1.4%
+11.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.2% |
| 7D | +6.0% | +4.1% | +2.0% | +3.7% |
| 30D | +20.1% | +10.9% | +9.2% | +13.3% |
| 3M | +12.4% | -0.2% | +12.6% | +12.4% |
| 6M | +9.9% | -4.7% | +14.7% | +13.2% |
| YTD | +14.4% | +3.9% | +10.5% | +14.5% |
| 1Y | +12.4% | +0.4% | +12.1% | +14.4% |
| All | +12.4% | +1.4% | +11.1% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling