-30.9%
AMT vs CPAY
+54.3%
-85.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +1.5% | -2.5% | +3.9% | +1.9% |
| 30D | +3.7% | +1.3% | +2.4% | +3.5% |
| 3M | -7.2% | +13.5% | -20.7% | -9.5% |
| 6M | -4.2% | +24.7% | -28.9% | -8.3% |
| YTD | +1.9% | +34.9% | -33.1% | -4.8% |
| 1Y | -6.4% | +29.7% | -36.1% | -12.0% |
| 3Y | +7.7% | +49.4% | -41.6% | -7.0% |
| 5Y | -30.9% | +53.5% | -84.4% | -45.7% |
| All | -30.9% | +54.3% | -85.2% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling