-13.5%
AMT vs CNI
+8.1%
-21.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | +1.5% | +2.5% | -1.0% | +0.6% |
| 30D | +6.8% | +6.1% | +0.7% | +4.6% |
| 3M | +11.2% | +0.1% | +11.1% | +11.0% |
| 6M | +12.5% | +14.9% | -2.4% | +6.8% |
| YTD | +12.5% | +30.9% | -18.4% | +1.7% |
| 1Y | +10.1% | +33.9% | -23.8% | -1.3% |
| 3Y | +16.0% | +20.2% | -4.2% | +5.7% |
| All | -13.5% | +8.1% | -21.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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