+112.7%
AMT vs CPB
-37.5%
+150.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.3% |
| 7D | +0.5% | +8.0% | -7.4% | -1.5% |
| 30D | +13.6% | +22.4% | -8.8% | +7.4% |
| 3M | +11.5% | +3.8% | +7.6% | +9.8% |
| 6M | +6.9% | +13.7% | -6.7% | +2.4% |
| YTD | +10.8% | -11.7% | +22.5% | +13.4% |
| 1Y | +10.3% | -18.1% | +28.5% | +15.2% |
| 3Y | +12.4% | -34.7% | +47.1% | +23.9% |
| 5Y | -20.1% | -30.6% | +10.5% | -14.6% |
| All | +112.7% | -37.5% | +150.2% | +113.9% |
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