-13.5%
AMT vs CPB
-33.2%
+19.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.2% | +0.2% |
| 7D | +1.5% | -1.6% | +3.1% | +1.9% |
| 30D | +6.8% | +19.2% | -12.4% | +2.0% |
| 3M | +11.2% | -1.0% | +12.2% | +11.1% |
| 6M | +12.5% | +15.2% | -2.7% | +7.5% |
| YTD | +12.5% | -13.1% | +25.6% | +15.5% |
| 1Y | +10.1% | -22.4% | +32.6% | +16.5% |
| 3Y | +16.0% | -35.3% | +51.3% | +28.8% |
| All | -13.5% | -33.2% | +19.8% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling