+1,311.4%
AMT vs CPB
-10.8%
+1,322.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.2% |
| 7D | -0.2% | -8.6% | +8.4% | +2.0% |
| 30D | +4.6% | -7.2% | +11.9% | +6.5% |
| 3M | -8.4% | +0.9% | -9.3% | -9.1% |
| 6M | -6.0% | -11.8% | +5.8% | -3.5% |
| YTD | +2.1% | -19.4% | +21.5% | +7.2% |
| 1Y | -6.4% | -30.4% | +24.0% | +1.9% |
| 3Y | +8.1% | -40.2% | +48.2% | +21.4% |
| 5Y | -31.9% | -39.5% | +7.6% | -24.6% |
| 10Y | +97.1% | -47.4% | +144.5% | +120.5% |
| All | +1,311.4% | -10.8% | +1,322.1% | +1,198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling