-20.3%
AMT vs CMS
+32.6%
-52.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.1% |
| 7D | +0.5% | -1.3% | +1.9% | +1.5% |
| 30D | +13.6% | +6.3% | +7.3% | +8.7% |
| 3M | +11.5% | -2.1% | +13.5% | +13.0% |
| 6M | +6.9% | -5.1% | +12.0% | +10.7% |
| YTD | +10.8% | +1.3% | +9.6% | +9.3% |
| 1Y | +10.3% | -1.4% | +11.7% | +10.8% |
| 3Y | +12.4% | +36.9% | -24.5% | -11.1% |
| All | -20.3% | +32.6% | -52.9% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling