+5.6%
CDE vs AMT
+13.5%
-7.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.0% | +4.7% | +8.5% |
| 7D | +1.1% | +6.0% | -4.9% | +0.8% |
| 30D | -14.5% | +20.1% | -34.6% | -15.5% |
| 3M | -10.1% | +12.4% | -22.4% | -10.7% |
| 6M | -16.9% | +9.9% | -26.8% | -17.1% |
| YTD | -18.1% | +14.4% | -32.5% | -18.4% |
| 1Y | +5.6% | +12.4% | -6.8% | +6.3% |
| All | +5.6% | +13.5% | -7.9% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling