-17.9%
AMT vs CVE
+148.3%
-166.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.3% |
| 7D | +4.4% | -14.1% | +18.4% | +5.0% |
| 30D | +17.7% | -11.6% | +29.3% | +18.2% |
| 3M | +16.7% | 0.0% | +16.6% | +16.5% |
| 6M | +11.1% | -8.4% | +19.5% | +11.2% |
| YTD | +13.9% | +65.9% | -52.0% | +10.8% |
| 1Y | +12.5% | +69.4% | -56.9% | +9.4% |
| 3Y | +13.2% | +55.9% | -42.8% | +9.7% |
| 5Y | -17.9% | +146.2% | -164.0% | -24.8% |
| All | -17.9% | +148.3% | -166.2% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling