+1,473.8%
AMT vs CP
+4,829.3%
-3,355.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | +4.4% | +6.1% | -1.7% | +2.0% |
| 30D | +17.7% | +9.8% | +8.0% | +13.5% |
| 3M | +16.7% | +2.7% | +13.9% | +15.3% |
| 6M | +11.1% | +12.8% | -1.6% | +5.7% |
| YTD | +13.9% | +28.2% | -14.3% | +2.8% |
| 1Y | +12.5% | +34.1% | -21.6% | -0.3% |
| 3Y | +13.2% | +28.9% | -15.7% | -0.6% |
| 5Y | -17.9% | +27.1% | -44.9% | -28.3% |
| 10Y | +122.8% | +264.8% | -142.0% | +23.6% |
| All | +1,473.8% | +4,829.3% | -3,355.5% | +149.8% |
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