+564.7%
AMT vs CVE
+62.8%
+501.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.2% |
| 7D | +4.4% | -14.1% | +18.4% | +5.8% |
| 30D | +17.7% | -11.6% | +29.3% | +19.0% |
| 3M | +16.7% | 0.0% | +16.6% | +16.4% |
| 6M | +11.1% | -8.4% | +19.5% | +11.6% |
| YTD | +13.9% | +65.9% | -52.0% | +7.5% |
| 1Y | +12.5% | +69.4% | -56.9% | +6.0% |
| 3Y | +13.2% | +55.9% | -42.8% | +6.0% |
| 5Y | -17.9% | +146.2% | -164.0% | -28.4% |
| 10Y | +122.8% | +140.6% | -17.8% | +76.2% |
| All | +564.7% | +62.8% | +501.9% | +410.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling