+133.7%
AMT vs CMS
+134.3%
-0.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | +1.6% | +0.5% | +1.1% | +1.3% |
| 30D | +4.5% | +7.4% | -3.0% | -0.8% |
| 3M | +13.8% | +1.9% | +11.9% | +12.1% |
| 6M | +10.0% | -2.3% | +12.4% | +11.5% |
| YTD | +11.8% | +3.0% | +8.8% | +8.9% |
| 1Y | +10.2% | -2.8% | +13.0% | +11.9% |
| 3Y | +15.1% | +37.9% | -22.8% | -9.2% |
| 5Y | -18.8% | +34.0% | -52.8% | -35.3% |
| 10Y | +133.7% | +138.1% | -4.4% | +32.7% |
| All | +133.7% | +134.3% | -0.6% | +32.7% |
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