-65.0%
CBRS vs AMT
+12.0%
-77.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.0% | +10.2% | +11.9% |
| 7D | +21.2% | +1.5% | +19.7% | +22.4% |
| 30D | -23.2% | +6.8% | -30.0% | -19.6% |
| 3M | -52.9% | +11.2% | -64.1% | -49.8% |
| All | -65.0% | +12.0% | -77.0% | -62.5% |
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