-27.8%
CIFR vs AMT
-5.7%
-22.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +28.8% | -2.2% | +31.0% | +29.2% |
| 30D | -36.9% | +5.8% | -42.7% | -38.0% |
| 3M | -60.0% | +12.6% | -72.6% | -61.2% |
| 6M | -64.4% | +8.3% | -72.7% | -65.6% |
| YTD | -51.6% | +11.4% | -63.0% | -53.7% |
| 1Y | -58.9% | +7.7% | -66.6% | -60.3% |
| 3Y | +139.9% | +14.8% | +125.1% | +102.3% |
| 5Y | -15.1% | -18.0% | +2.9% | -15.5% |
| All | -27.8% | -5.7% | -22.0% | -31.5% |
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