+124.5%
AMT vs CRL
+400.8%
-276.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.8% |
| 7D | +0.4% | +4.4% | -4.0% | -0.7% |
| 30D | +3.7% | +17.1% | -13.4% | 0.0% |
| 3M | +10.7% | +32.1% | -21.4% | +3.9% |
| 6M | +9.3% | +98.9% | -89.7% | -6.8% |
| YTD | +10.9% | +77.1% | -66.2% | -3.9% |
| 1Y | +10.5% | +110.3% | -99.7% | -8.2% |
| 3Y | +15.5% | +108.5% | -93.0% | -10.3% |
| 5Y | -20.6% | -7.9% | -12.7% | -22.0% |
| 10Y | +124.5% | +368.9% | -244.4% | +41.7% |
| All | +124.5% | +400.8% | -276.3% | +41.7% |
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