+1,431.6%
AMT vs CMS
+281.2%
+1,150.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.8% |
| 7D | +0.5% | -1.3% | +1.9% | +1.1% |
| 30D | +13.6% | +6.3% | +7.3% | +10.7% |
| 3M | +11.5% | -2.1% | +13.5% | +12.4% |
| 6M | +6.9% | -5.1% | +12.0% | +9.3% |
| YTD | +10.8% | +1.3% | +9.6% | +10.1% |
| 1Y | +10.3% | -1.4% | +11.7% | +10.8% |
| 3Y | +12.4% | +36.9% | -24.5% | -1.5% |
| 5Y | -20.1% | +32.5% | -52.6% | -28.9% |
| 10Y | +116.8% | +126.8% | -9.9% | +58.4% |
| All | +1,431.6% | +281.2% | +1,150.4% | +591.5% |
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 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