+109.3%
CDE vs AMT
-19.0%
+128.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +3.1% | -2.4% | +5.5% | +4.0% |
| 30D | -10.3% | +4.2% | -14.5% | -12.1% |
| 3M | -19.1% | +13.4% | -32.5% | -23.6% |
| 6M | -24.0% | +9.4% | -33.4% | -28.0% |
| YTD | -15.6% | +11.7% | -27.3% | -21.2% |
| 1Y | -1.1% | +7.1% | -8.2% | -5.9% |
| 3Y | +613.1% | +15.1% | +598.1% | +518.0% |
| 5Y | +109.3% | -17.9% | +127.1% | +120.1% |
| All | +109.3% | -19.0% | +128.2% | +120.1% |
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