+142.4%
AMT vs CMS
+140.2%
+2.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.2% |
| 7D | +1.5% | +1.7% | -0.2% | +0.3% |
| 30D | +6.8% | +6.2% | +0.6% | +2.3% |
| 3M | +11.2% | +0.6% | +10.6% | +10.6% |
| 6M | +12.5% | -1.8% | +14.2% | +13.5% |
| YTD | +12.5% | +3.8% | +8.7% | +9.0% |
| 1Y | +10.1% | -1.8% | +11.9% | +10.9% |
| 3Y | +16.0% | +39.8% | -23.8% | -9.4% |
| 5Y | -17.2% | +37.1% | -54.3% | -35.1% |
| All | +142.4% | +140.2% | +2.2% | +38.3% |
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