+118.5%
AMT vs CSGP
+71.3%
+47.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +4.4% | +13.9% | -9.5% | +0.8% |
| 30D | +17.7% | +16.0% | +1.7% | +12.2% |
| 3M | +16.7% | +6.1% | +10.6% | +13.5% |
| 6M | +11.1% | -8.2% | +19.3% | +12.0% |
| YTD | +13.9% | -52.3% | +66.2% | +35.9% |
| 1Y | +12.5% | -54.5% | +67.0% | +35.8% |
| 3Y | +13.2% | -58.6% | +71.7% | +36.3% |
| 5Y | -17.9% | -61.5% | +43.6% | -1.1% |
| All | +118.5% | +71.3% | +47.2% | +105.9% |
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