+790.4%
CL vs AMT
+1,473.8%
-683.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +5.9% | +4.4% | +1.6% | +5.5% |
| 30D | +13.8% | +17.7% | -4.0% | +11.8% |
| 3M | +6.4% | +16.7% | -10.3% | +4.6% |
| 6M | +15.6% | +11.1% | +4.5% | +14.2% |
| YTD | +27.9% | +13.9% | +14.0% | +25.9% |
| 1Y | +31.4% | +12.5% | +18.9% | +29.5% |
| 3Y | +41.4% | +13.2% | +28.2% | +38.9% |
| 5Y | +42.8% | -17.9% | +60.7% | +43.9% |
| 10Y | +79.7% | +122.8% | -43.1% | +67.0% |
| All | +790.4% | +1,473.8% | -683.4% | +574.5% |
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