+1,311.4%
AMT vs CNP
+604.9%
+706.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -0.2% | +1.1% | -1.3% | -0.5% |
| 30D | +4.6% | -1.8% | +6.5% | +5.2% |
| 3M | -8.4% | -4.6% | -3.8% | -7.2% |
| 6M | -6.0% | -8.8% | +2.8% | -3.5% |
| YTD | +2.1% | +5.2% | -3.1% | +0.5% |
| 1Y | -6.4% | +8.3% | -14.7% | -8.7% |
| 3Y | +8.1% | +54.9% | -46.8% | -5.3% |
| 5Y | -31.9% | +73.5% | -105.4% | -42.1% |
| 10Y | +97.1% | +139.1% | -42.0% | +48.2% |
| All | +1,311.4% | +604.9% | +706.4% | +701.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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