+1,311.4%
AMT vs CP
+4,705.2%
-3,393.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.2% | -2.7% | +2.5% | +0.8% |
| 30D | +4.6% | +0.2% | +4.5% | +4.5% |
| 3M | -8.4% | +2.6% | -11.0% | -9.5% |
| 6M | -6.0% | +6.0% | -12.0% | -8.6% |
| YTD | +2.1% | +24.9% | -22.8% | -6.8% |
| 1Y | -6.4% | +20.1% | -26.5% | -13.5% |
| 3Y | +8.1% | +16.4% | -8.3% | -1.1% |
| 5Y | -31.9% | +31.7% | -63.7% | -41.4% |
| 10Y | +97.1% | +223.9% | -126.7% | +14.5% |
| All | +1,311.4% | +4,705.2% | -3,393.9% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling