+100.6%
AMT vs CPAY
+155.3%
-54.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -2.7% | -2.7% | 0.0% | -2.1% |
| 30D | +2.0% | +0.6% | +1.5% | +1.9% |
| 3M | -9.3% | +17.0% | -26.3% | -12.6% |
| 6M | -5.2% | +24.1% | -29.4% | -10.3% |
| YTD | +0.5% | +35.7% | -35.3% | -7.7% |
| 1Y | -7.3% | +34.0% | -41.3% | -14.8% |
| 3Y | +6.2% | +50.3% | -44.0% | -8.6% |
| 5Y | -31.2% | +56.7% | -87.8% | -42.9% |
| All | +100.6% | +155.3% | -54.8% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling