+106.2%
AMT vs CNQ
+426.2%
-320.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +4.4% | +6.2% | -1.8% | +3.7% |
| 3M | -5.2% | +12.4% | -17.5% | -6.4% |
| 6M | -0.8% | +9.0% | -9.8% | -2.0% |
| YTD | +3.3% | +52.2% | -48.9% | -1.5% |
| 1Y | -6.0% | +65.0% | -71.1% | -11.2% |
| 3Y | +9.6% | +78.8% | -69.2% | +1.4% |
| 5Y | -29.2% | +286.0% | -315.2% | -40.4% |
| All | +106.2% | +426.2% | -320.0% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 10y: compounded portfolio wealth divided by compounded CNQ 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…
10y analysis · Full analysis span regression · 6 months rolling