-17.2%
AMT vs CRBG
+117.3%
-134.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.7% |
| 7D | +1.1% | +0.6% | +0.6% | +1.1% |
| 30D | +4.4% | +2.6% | +1.7% | +4.2% |
| 3M | -5.2% | +24.0% | -29.2% | -6.7% |
| 6M | -0.8% | +50.5% | -51.3% | -4.2% |
| YTD | +3.3% | +17.1% | -13.8% | +1.7% |
| 1Y | -6.0% | +5.9% | -11.9% | -6.7% |
| 3Y | +9.6% | +122.7% | -113.1% | -9.9% |
| All | -17.2% | +117.3% | -134.5% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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