-30.8%
CCL vs AMT
+113.8%
-144.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.4% |
| 7D | +3.1% | +0.5% | +2.6% | +3.0% |
| 30D | +13.7% | +13.6% | +0.1% | +8.2% |
| 3M | +3.8% | +11.5% | -7.7% | -0.6% |
| 6M | +9.3% | +6.9% | +2.3% | +5.5% |
| YTD | -1.1% | +10.8% | -11.9% | -6.2% |
| 1Y | +14.6% | +10.3% | +4.2% | +8.8% |
| 3Y | +146.4% | +12.4% | +134.0% | +119.2% |
| 5Y | +21.9% | -20.1% | +41.9% | +25.2% |
| All | -30.8% | +113.8% | -144.6% | -40.1% |
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