-18.8%
AMT vs CP
+25.5%
-44.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +1.6% | +2.8% | -1.2% | +0.8% |
| 30D | +4.5% | +11.0% | -6.6% | +1.0% |
| 3M | +13.8% | +3.8% | +9.9% | +12.3% |
| 6M | +10.0% | +9.5% | +0.6% | +6.6% |
| YTD | +11.8% | +28.2% | -16.4% | +2.6% |
| 1Y | +10.2% | +33.0% | -22.7% | 0.0% |
| 3Y | +15.1% | +35.5% | -20.4% | -0.3% |
| 5Y | -18.8% | +25.8% | -44.6% | -28.5% |
| All | -18.8% | +25.5% | -44.3% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling