+7.9%
AMT vs CRS
+653.3%
-645.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | -0.1% |
| 7D | -0.2% | -3.1% | +2.9% | -0.2% |
| 30D | +1.8% | -19.6% | +21.5% | +1.4% |
| 3M | -6.2% | -8.1% | +1.9% | -6.6% |
| 6M | -5.0% | +18.6% | -23.6% | -5.2% |
| YTD | +2.1% | +45.9% | -43.8% | +1.9% |
| 1Y | -5.7% | +82.5% | -88.2% | -5.7% |
| 3Y | +7.9% | +648.9% | -641.0% | -9.3% |
| All | +7.9% | +653.3% | -645.3% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling