-40.8%
CCL vs AMT
+94.2%
-135.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -20.3% | +4.6% | -25.0% | -21.7% |
| 3M | -15.1% | -8.4% | -6.7% | -12.7% |
| 6M | -15.1% | -6.0% | -9.1% | -13.7% |
| YTD | -21.8% | +2.1% | -23.9% | -23.3% |
| 1Y | -24.8% | -6.4% | -18.4% | -23.9% |
| 3Y | +51.9% | +8.1% | +43.8% | +36.6% |
| 5Y | +4.0% | -31.9% | +36.0% | +13.8% |
| All | -40.8% | +94.2% | -135.0% | -48.1% |
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