+518.2%
CEG vs AMT
-12.0%
+530.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +4.6% |
| 7D | -4.7% | +0.5% | -5.3% | -4.9% |
| 30D | -16.6% | +13.6% | -30.2% | -18.0% |
| 3M | -4.1% | +11.5% | -15.6% | -5.6% |
| 6M | -22.3% | +6.9% | -29.3% | -23.3% |
| YTD | -28.9% | +10.8% | -39.8% | -30.1% |
| 1Y | -28.5% | +10.3% | -38.8% | -29.6% |
| 3Y | +104.3% | +12.4% | +91.9% | +87.6% |
| All | +518.2% | -12.0% | +530.3% | +546.5% |
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