+549.1%
AMT vs CRL
+1,630.9%
-1,081.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.8% | -10.5% | -4.4% |
| 7D | +0.5% | -6.1% | +6.6% | +1.6% |
| 30D | +13.6% | +12.4% | +1.2% | +9.9% |
| 3M | +11.5% | +27.1% | -15.7% | +4.5% |
| 6M | +6.9% | +85.7% | -78.8% | -9.1% |
| YTD | +10.8% | +69.2% | -58.4% | -4.9% |
| 1Y | +10.3% | +97.5% | -87.2% | -8.9% |
| 3Y | +12.4% | +86.1% | -73.7% | -11.6% |
| 5Y | -20.1% | -10.0% | -10.0% | -25.7% |
| 10Y | +116.8% | +395.0% | -278.1% | +24.6% |
| All | +549.1% | +1,630.9% | -1,081.8% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling