+95.0%
AMT vs CPB
-45.7%
+140.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.6% |
| 7D | -0.2% | -8.2% | +8.1% | +2.1% |
| 30D | +1.8% | -5.6% | +7.4% | +3.3% |
| 3M | -6.2% | +3.0% | -9.2% | -7.4% |
| 6M | -5.0% | -12.7% | +7.7% | -2.0% |
| YTD | +2.1% | -18.0% | +20.0% | +6.9% |
| 1Y | -5.7% | -31.7% | +26.0% | +3.7% |
| 3Y | +7.9% | -41.0% | +48.9% | +22.7% |
| 5Y | -32.3% | -38.4% | +6.1% | -25.0% |
| 10Y | +95.0% | -45.0% | +140.0% | +116.1% |
| All | +95.0% | -45.7% | +140.7% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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