+1,454.7%
AMT vs CRS
+2,193.1%
-738.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.6% | +1.6% |
| 7D | +1.5% | +4.8% | -3.3% | +0.3% |
| 30D | +6.8% | -23.2% | +30.0% | +12.0% |
| 3M | +11.2% | -45.5% | +56.7% | +25.5% |
| 6M | +12.5% | -33.1% | +45.6% | +20.1% |
| YTD | +12.5% | -7.2% | +19.7% | +10.0% |
| 1Y | +10.1% | -10.0% | +20.1% | +8.3% |
| 3Y | +16.0% | +332.3% | -316.3% | -27.2% |
| 5Y | -17.2% | +801.9% | -819.0% | -59.0% |
| 10Y | +135.2% | +820.9% | -685.7% | -5.6% |
| All | +1,454.7% | +2,193.1% | -738.4% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling