+567.7%
AMT vs CVE
+67.4%
+500.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.6% | +11.7% | +4.8% |
| 7D | +6.0% | -12.1% | +18.1% | +7.3% |
| 30D | +20.1% | -9.8% | +29.9% | +21.1% |
| 3M | +12.4% | -0.7% | +13.1% | +12.2% |
| 6M | +9.9% | -4.3% | +14.3% | +9.9% |
| YTD | +14.4% | +70.6% | -56.2% | +7.7% |
| 1Y | +12.4% | +73.2% | -60.7% | +5.7% |
| 3Y | +13.7% | +60.3% | -46.7% | +6.2% |
| 5Y | -17.8% | +159.3% | -177.1% | -28.8% |
| 10Y | +123.8% | +147.4% | -23.6% | +76.5% |
| All | +567.7% | +67.4% | +500.3% | +411.6% |
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 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