+133.5%
AMT vs CMS
+137.8%
-4.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -2.4% | -1.1% | -1.3% | -1.6% |
| 30D | +4.2% | +6.6% | -2.4% | -0.5% |
| 3M | +13.4% | +0.8% | +12.6% | +12.6% |
| 6M | +9.4% | -3.3% | +12.7% | +11.7% |
| YTD | +11.7% | +2.7% | +9.0% | +9.0% |
| 1Y | +7.1% | -4.0% | +11.2% | +9.7% |
| 3Y | +15.1% | +37.6% | -22.5% | -9.2% |
| 5Y | -17.9% | +35.4% | -53.3% | -35.1% |
| 10Y | +133.5% | +136.0% | -2.5% | +33.2% |
| All | +133.5% | +137.8% | -4.2% | +33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling