+68.9%
CCL vs AMT
+1,431.6%
-1,362.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.5% |
| 7D | +2.6% | +0.5% | +2.1% | +2.5% |
| 30D | +13.1% | +13.6% | -0.5% | +10.0% |
| 3M | +3.3% | +11.5% | -8.2% | +0.8% |
| 6M | +8.7% | +6.9% | +1.8% | +6.6% |
| YTD | -1.6% | +10.8% | -12.4% | -4.4% |
| 1Y | +14.0% | +10.3% | +3.7% | +10.8% |
| 3Y | +145.1% | +12.4% | +132.7% | +133.2% |
| 5Y | +21.2% | -20.1% | +41.3% | +23.8% |
| 10Y | -29.8% | +116.8% | -146.6% | -41.1% |
| All | +68.9% | +1,431.6% | -1,362.7% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling