+893.3%
AMT vs CSGP
+3,334.4%
-2,441.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.5% |
| 7D | -0.2% | -4.1% | +3.9% | +0.8% |
| 30D | +4.6% | +2.3% | +2.3% | +3.8% |
| 3M | -8.4% | -8.2% | -0.3% | -7.0% |
| 6M | -6.0% | -35.1% | +29.0% | +3.7% |
| YTD | +2.1% | -54.0% | +56.2% | +21.8% |
| 1Y | -6.4% | -65.3% | +58.9% | +19.4% |
| 3Y | +8.1% | -62.6% | +70.6% | +32.6% |
| 5Y | -31.9% | -64.8% | +32.9% | -17.1% |
| 10Y | +97.1% | +45.1% | +52.0% | +64.4% |
| All | +893.3% | +3,334.4% | -2,441.1% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling