+243.0%
CB vs AMT
+116.9%
+126.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +6.5% | +3.7% | +2.8% | +5.2% |
| 3M | +4.1% | +10.7% | -6.7% | +0.5% |
| 6M | +14.4% | +9.3% | +5.2% | +10.5% |
| YTD | +17.5% | +10.9% | +6.6% | +12.4% |
| 1Y | +27.5% | +10.5% | +17.0% | +22.1% |
| 3Y | +71.6% | +15.5% | +56.1% | +58.3% |
| 5Y | +100.6% | -20.6% | +121.2% | +108.9% |
| 10Y | +243.0% | +124.5% | +118.4% | +180.6% |
| All | +243.0% | +116.9% | +126.1% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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