-31.2%
AMT vs CNI
+11.3%
-42.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -2.7% | -1.1% | -1.6% | -2.3% |
| 30D | +2.0% | -3.5% | +5.6% | +3.2% |
| 3M | -9.3% | +2.2% | -11.5% | -10.1% |
| 6M | -5.2% | +15.1% | -20.3% | -10.2% |
| YTD | +0.5% | +24.7% | -24.2% | -7.4% |
| 1Y | -7.3% | +33.4% | -40.6% | -16.7% |
| 3Y | +6.2% | +19.5% | -13.3% | -3.4% |
| 5Y | -31.2% | +12.6% | -43.7% | -35.9% |
| All | -31.2% | +11.3% | -42.5% | -35.9% |
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