-71.2%
CBRS vs AMT
+10.3%
-81.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.7% | +12.4% | +8.0% |
| 7D | -17.9% | +0.5% | -18.4% | -17.4% |
| 30D | -48.8% | +13.6% | -62.4% | -44.5% |
| 3M | -57.6% | +11.5% | -69.0% | -54.6% |
| All | -71.2% | +10.3% | -81.5% | -69.3% |
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 · Available span rolling