+248.2%
CB vs AMT
+113.8%
+134.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.0% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | +9.1% | +13.6% | -4.5% | +4.6% |
| 3M | +3.4% | +11.5% | -8.1% | -0.3% |
| 6M | +14.1% | +6.9% | +7.2% | +11.0% |
| YTD | +18.0% | +10.8% | +7.2% | +13.0% |
| 1Y | +30.1% | +10.3% | +19.8% | +24.7% |
| 3Y | +71.8% | +12.4% | +59.4% | +60.1% |
| 5Y | +101.8% | -20.1% | +121.9% | +109.5% |
| All | +248.2% | +113.8% | +134.4% | +186.9% |
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