+133.5%
AMT vs CRL
+358.0%
-224.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -2.4% | +5.0% | -7.4% | -3.4% |
| 30D | +4.2% | +13.5% | -9.3% | +1.0% |
| 3M | +13.4% | +21.5% | -8.1% | +8.2% |
| 6M | +9.4% | +103.4% | -94.0% | -7.1% |
| YTD | +11.7% | +71.8% | -60.1% | -2.7% |
| 1Y | +7.1% | +97.5% | -90.4% | -9.8% |
| 3Y | +15.1% | +99.2% | -84.2% | -9.7% |
| 5Y | -17.9% | -12.1% | -5.7% | -18.4% |
| 10Y | +133.5% | +359.2% | -225.7% | +48.8% |
| All | +133.5% | +358.0% | -224.5% | +48.8% |
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