+1,311.4%
AMT vs CMS
+277.2%
+1,034.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | +4.6% | -3.6% | +8.2% | +6.3% |
| 3M | -8.4% | -1.9% | -6.5% | -7.7% |
| 6M | -6.0% | -11.0% | +4.9% | -1.3% |
| YTD | +2.1% | +0.2% | +1.9% | +1.9% |
| 1Y | -6.4% | -1.3% | -5.1% | -6.0% |
| 3Y | +8.1% | +35.9% | -27.9% | -5.0% |
| 5Y | -31.9% | +23.1% | -55.0% | -37.6% |
| 10Y | +97.1% | +117.9% | -20.8% | +46.3% |
| All | +1,311.4% | +277.2% | +1,034.2% | +540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling