-7.3%
AMT vs CRS
+81.8%
-89.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.5% |
| 7D | -2.7% | -4.1% | +1.4% | -2.9% |
| 30D | +2.0% | -16.6% | +18.6% | +1.1% |
| 3M | -9.3% | -14.3% | +5.0% | -10.3% |
| 6M | -5.2% | +11.6% | -16.8% | -6.0% |
| YTD | +0.5% | +42.6% | -42.1% | +0.1% |
| 1Y | -7.3% | +81.8% | -89.1% | -7.1% |
| All | -7.3% | +81.8% | -89.1% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling