+95.1%
AMT vs CRL
+251.0%
-155.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -0.2% | -1.0% | +0.8% | 0.0% |
| 30D | +4.6% | +10.7% | -6.0% | +2.4% |
| 3M | -8.4% | +55.3% | -63.7% | -17.1% |
| 6M | -6.0% | +60.7% | -66.7% | -16.2% |
| YTD | +2.1% | +44.6% | -42.5% | -7.3% |
| 1Y | -6.4% | +77.7% | -84.1% | -19.4% |
| 3Y | +8.1% | +37.6% | -29.6% | -5.8% |
| 5Y | -31.9% | -35.8% | +3.9% | -26.6% |
| All | +95.1% | +251.0% | -155.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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