+8.3%
AMT vs CMS
+36.5%
-28.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | -0.2% | +0.4% | -0.6% | -0.5% |
| 30D | +4.6% | -3.6% | +8.2% | +7.4% |
| 3M | -8.4% | -1.9% | -6.5% | -7.3% |
| 6M | -6.0% | -11.0% | +4.9% | +2.2% |
| YTD | +2.1% | +0.2% | +1.9% | +1.4% |
| 1Y | -6.4% | -1.3% | -5.1% | -6.1% |
| All | +8.3% | +36.5% | -28.2% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling