+73.4%
CL vs AMT
+113.8%
-40.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.2% |
| 7D | +1.3% | +0.5% | +0.8% | +1.2% |
| 30D | +11.4% | +13.6% | -2.3% | +6.3% |
| 3M | +4.4% | +11.5% | -7.0% | +0.2% |
| 6M | +10.8% | +6.9% | +3.9% | +7.5% |
| YTD | +25.1% | +10.8% | +14.3% | +19.4% |
| 1Y | +28.0% | +10.3% | +17.6% | +22.2% |
| 3Y | +37.6% | +12.4% | +25.2% | +28.7% |
| 5Y | +39.7% | -20.1% | +59.8% | +45.8% |
| All | +73.4% | +113.8% | -40.4% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling