+105.5%
CB vs AMT
-18.8%
+124.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | +2.6% | +4.4% | -1.8% | +1.7% |
| 30D | +11.2% | +17.7% | -6.5% | +7.3% |
| 3M | +5.7% | +16.7% | -10.9% | +2.2% |
| 6M | +15.9% | +11.1% | +4.8% | +13.0% |
| YTD | +20.2% | +13.9% | +6.3% | +16.2% |
| 1Y | +32.4% | +12.5% | +19.9% | +28.3% |
| 3Y | +75.5% | +13.2% | +62.3% | +68.3% |
| 5Y | +105.5% | -17.9% | +123.4% | +113.3% |
| All | +105.5% | -18.8% | +124.3% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling