+246.7%
CB vs AMT
+134.0%
+112.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.0% | -2.4% | +1.3% | -0.3% |
| 30D | +7.3% | +4.2% | +3.1% | +5.9% |
| 3M | +7.0% | +13.4% | -6.4% | +2.6% |
| 6M | +16.3% | +9.4% | +7.0% | +12.4% |
| YTD | +19.7% | +11.7% | +8.1% | +14.3% |
| 1Y | +27.8% | +7.1% | +20.7% | +23.6% |
| 3Y | +72.0% | +15.1% | +56.9% | +58.9% |
| 5Y | +104.9% | -17.9% | +122.7% | +110.5% |
| 10Y | +246.7% | +133.5% | +113.2% | +181.3% |
| All | +246.7% | +134.0% | +112.8% | +181.3% |
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