+389.2%
AMT vs CPAY
+1,565.5%
-1,176.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.2% | +2.1% | -2.3% | -0.7% |
| 30D | +4.6% | +5.5% | -0.9% | +3.3% |
| 3M | -8.4% | +16.6% | -25.0% | -11.8% |
| 6M | -6.0% | +26.7% | -32.7% | -11.5% |
| YTD | +2.1% | +38.4% | -36.2% | -6.6% |
| 1Y | -6.4% | +30.1% | -36.5% | -13.4% |
| 3Y | +8.1% | +52.6% | -44.5% | -6.8% |
| 5Y | -31.9% | +59.0% | -90.9% | -43.1% |
| 10Y | +97.1% | +148.4% | -51.3% | +42.0% |
| All | +389.2% | +1,565.5% | -1,176.3% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling