+7.1%
AMT vs CP
+32.8%
-25.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | +4.2% | +9.6% | -5.4% | +1.5% |
| 3M | +13.4% | +2.2% | +11.2% | +12.5% |
| 6M | +9.4% | +11.1% | -1.7% | +5.7% |
| YTD | +11.7% | +28.2% | -16.5% | +1.4% |
| 1Y | +7.1% | +32.2% | -25.0% | -3.7% |
| All | +7.1% | +32.8% | -25.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling