+93.6%
AMT vs CVE
+159.5%
-65.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -0.2% | +2.5% | -2.7% | -0.4% |
| 30D | +4.6% | +16.7% | -12.1% | +3.6% |
| 3M | -8.4% | +9.3% | -17.7% | -9.0% |
| 6M | -6.0% | +43.6% | -49.6% | -8.2% |
| YTD | +2.1% | +93.6% | -91.5% | -2.2% |
| 1Y | -6.4% | +98.8% | -105.1% | -10.5% |
| 3Y | +8.1% | +73.6% | -65.5% | +3.3% |
| 5Y | -31.9% | +312.5% | -344.4% | -39.3% |
| All | +93.6% | +159.5% | -65.8% | +58.6% |
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