+217.6%
CB vs AMT
+96.2%
+121.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | -3.1% | +4.6% | -7.7% | -4.5% |
| 3M | +9.0% | -8.4% | +17.4% | +11.7% |
| 6M | +2.9% | -6.0% | +8.9% | +4.3% |
| YTD | +10.1% | +2.1% | +8.0% | +8.5% |
| 1Y | +22.8% | -6.4% | +29.2% | +24.1% |
| 3Y | +73.8% | +8.1% | +65.7% | +63.5% |
| 5Y | +99.2% | -31.9% | +131.1% | +119.5% |
| All | +217.6% | +96.2% | +121.4% | +167.1% |
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