-18.8%
AMT vs CSGP
-63.3%
+44.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.4% |
| 7D | +1.6% | -3.2% | +4.8% | +2.3% |
| 30D | +4.5% | +2.2% | +2.2% | +3.3% |
| 3M | +13.8% | -3.7% | +17.4% | +13.7% |
| 6M | +10.0% | -7.4% | +17.5% | +10.6% |
| YTD | +11.8% | -54.9% | +66.6% | +30.9% |
| 1Y | +10.2% | -54.9% | +65.1% | +28.9% |
| 3Y | +15.1% | -61.9% | +77.1% | +36.7% |
| 5Y | -18.8% | -63.1% | +44.3% | -1.8% |
| All | -18.8% | -63.3% | +44.5% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling