+140.1%
AMT vs CRS
+814.8%
-674.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -2.2% | +7.4% | -9.6% | -2.7% |
| 30D | +5.8% | -21.2% | +27.0% | +7.3% |
| 3M | +12.6% | -43.3% | +55.8% | +16.9% |
| 6M | +8.3% | -29.4% | +37.7% | +10.1% |
| YTD | +11.4% | -4.7% | +16.1% | +10.1% |
| 1Y | +7.7% | -9.6% | +17.3% | +6.8% |
| 3Y | +14.8% | +355.5% | -340.7% | -5.9% |
| 5Y | -18.0% | +826.6% | -844.5% | -38.6% |
| All | +140.1% | +814.8% | -674.7% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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