+1,311.4%
AMT vs CRS
+3,636.4%
-2,325.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.4% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +4.6% | -16.6% | +21.3% | +8.8% |
| 3M | -8.4% | -3.5% | -5.0% | -8.6% |
| 6M | -6.0% | +15.4% | -21.5% | -10.7% |
| YTD | +2.1% | +51.2% | -49.1% | -9.3% |
| 1Y | -6.4% | +98.3% | -104.7% | -22.9% |
| 3Y | +8.1% | +651.5% | -643.5% | -39.5% |
| 5Y | -31.9% | +1,411.1% | -1,443.0% | -69.7% |
| 10Y | +97.1% | +1,424.3% | -1,327.2% | -29.4% |
| All | +1,311.4% | +3,636.4% | -2,325.0% | +153.6% |
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 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