+112.7%
AMT vs CVE
+136.1%
-23.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | +0.5% | -16.1% | +16.7% | +1.5% |
| 30D | +13.6% | -10.4% | +24.0% | +14.2% |
| 3M | +11.5% | -2.4% | +13.8% | +11.5% |
| 6M | +6.9% | -4.4% | +11.4% | +6.9% |
| YTD | +10.8% | +64.9% | -54.1% | +7.2% |
| 1Y | +10.3% | +66.0% | -55.7% | +6.6% |
| 3Y | +12.4% | +57.7% | -45.2% | +8.0% |
| 5Y | -20.1% | +144.7% | -164.8% | -26.1% |
| All | +112.7% | +136.1% | -23.5% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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