+696.4%
CL vs AMT
+1,311.4%
-615.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -4.8% | +4.6% | -9.5% | -5.3% |
| 3M | +4.9% | -8.4% | +13.4% | +5.8% |
| 6M | -5.7% | -6.0% | +0.3% | -5.2% |
| YTD | +14.4% | +2.1% | +12.3% | +13.9% |
| 1Y | +8.7% | -6.4% | +15.1% | +9.3% |
| 3Y | +30.0% | +8.1% | +21.9% | +28.4% |
| 5Y | +28.4% | -31.9% | +60.3% | +31.9% |
| 10Y | +50.1% | +97.1% | -47.0% | +41.4% |
| All | +696.4% | +1,311.4% | -615.0% | +510.6% |
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