-18.0%
AMT vs CP
+27.5%
-45.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -2.2% | +0.9% | -3.1% | -2.4% |
| 30D | +5.8% | +10.3% | -4.6% | +2.5% |
| 3M | +12.6% | +2.3% | +10.3% | +11.6% |
| 6M | +8.3% | +10.7% | -2.4% | +4.6% |
| YTD | +11.4% | +29.3% | -17.9% | +2.0% |
| 1Y | +7.7% | +31.5% | -23.7% | -1.9% |
| 3Y | +14.8% | +36.7% | -21.9% | -0.9% |
| 5Y | -18.0% | +26.8% | -44.7% | -28.1% |
| All | -18.0% | +27.5% | -45.5% | -28.1% |
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