-30.9%
AMT vs CRS
+1,446.1%
-1,477.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +1.5% | -0.5% | +2.0% | +1.5% |
| 30D | +3.7% | -18.1% | +21.8% | +4.8% |
| 3M | -7.2% | -12.4% | +5.2% | -6.9% |
| 6M | -4.2% | +15.9% | -20.1% | -5.8% |
| YTD | +1.9% | +45.8% | -43.9% | -1.6% |
| 1Y | -6.4% | +87.8% | -94.1% | -11.5% |
| 3Y | +7.7% | +648.7% | -641.0% | -17.8% |
| 5Y | -30.9% | +1,416.6% | -1,447.5% | -52.6% |
| All | -30.9% | +1,446.1% | -1,477.0% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling