+3,837.8%
AMT vs CNC
+5,893.3%
-2,055.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | +1.5% | +2.2% | -0.7% | +1.2% |
| 30D | +6.8% | +1.6% | +5.2% | +6.4% |
| 3M | +11.2% | +7.9% | +3.3% | +9.6% |
| 6M | +12.5% | +21.2% | -8.7% | +8.5% |
| YTD | +12.5% | +73.2% | -60.7% | +1.5% |
| 1Y | +10.1% | +97.5% | -87.4% | -2.9% |
| 3Y | +16.0% | -1.2% | +17.2% | +10.3% |
| 5Y | -17.2% | -6.1% | -11.1% | -21.1% |
| 10Y | +135.2% | +181.3% | -46.0% | +83.8% |
| All | +3,837.8% | +5,893.3% | -2,055.5% | +2,169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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