-21.0%
CIFR vs AMT
-15.7%
-5.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.0% | -4.2% |
| 7D | +4.8% | +1.5% | +3.3% | +4.6% |
| 30D | -31.0% | +6.8% | -37.8% | -32.2% |
| 3M | -58.7% | +11.2% | -69.9% | -59.8% |
| 6M | -67.7% | +12.5% | -80.2% | -69.1% |
| YTD | -53.5% | +12.5% | -66.0% | -55.6% |
| 1Y | -54.1% | +10.1% | -64.2% | -55.8% |
| 3Y | +138.2% | +16.0% | +122.2% | +96.1% |
| All | -21.0% | -15.7% | -5.3% | -21.4% |
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