+112.7%
AMT vs CSGP
+63.3%
+49.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +2.0% | -1.4% |
| 7D | +0.5% | +1.3% | -0.7% | +0.2% |
| 30D | +13.6% | +10.7% | +2.9% | +9.6% |
| 3M | +11.5% | +3.3% | +8.2% | +9.2% |
| 6M | +6.9% | -10.3% | +17.3% | +8.4% |
| YTD | +10.8% | -54.6% | +65.4% | +33.9% |
| 1Y | +10.3% | -54.6% | +65.0% | +33.1% |
| 3Y | +12.4% | -60.3% | +72.8% | +36.9% |
| 5Y | -20.1% | -63.3% | +43.2% | -2.5% |
| All | +112.7% | +63.3% | +49.4% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling