+33.9%
CCL vs AMT
-15.7%
+49.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.7% |
| 7D | -1.2% | +1.5% | -2.7% | -1.6% |
| 30D | +13.1% | +6.8% | +6.3% | +10.7% |
| 3M | +3.4% | +11.2% | -7.8% | -0.4% |
| 6M | +18.7% | +12.5% | +6.2% | +13.3% |
| YTD | -2.3% | +12.5% | -14.8% | -7.1% |
| 1Y | +14.2% | +10.1% | +4.1% | +9.3% |
| 3Y | +133.6% | +16.0% | +117.6% | +99.5% |
| All | +33.9% | -15.7% | +49.5% | +19.4% |
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