+1.4%
CCL vs AMT
-31.6%
+33.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.5% |
| 3M | -15.1% | -8.4% | -6.7% | -13.0% |
| 6M | -15.1% | -6.0% | -9.1% | -13.9% |
| YTD | -21.8% | +2.1% | -23.9% | -23.0% |
| 1Y | -24.8% | -6.4% | -18.4% | -23.9% |
| 3Y | +51.9% | +8.1% | +43.8% | +33.1% |
| All | +1.4% | -31.6% | +33.0% | -7.1% |
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 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