+1,007.6%
AMT vs CSGP
+3,461.1%
-2,453.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +4.4% | +13.9% | -9.5% | +0.9% |
| 30D | +17.7% | +16.0% | +1.7% | +12.6% |
| 3M | +16.7% | +6.1% | +10.6% | +13.7% |
| 6M | +11.1% | -8.2% | +19.3% | +11.9% |
| YTD | +13.9% | -52.3% | +66.2% | +33.5% |
| 1Y | +12.5% | -54.5% | +67.0% | +33.2% |
| 3Y | +13.2% | -58.6% | +71.7% | +34.2% |
| 5Y | -17.9% | -61.5% | +43.6% | -2.9% |
| 10Y | +122.8% | +74.7% | +48.1% | +76.3% |
| All | +1,007.6% | +3,461.1% | -2,453.5% | +295.2% |
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