+41.1%
CLS vs AMT
-7.7%
+48.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.4% |
| 7D | +4.6% | -0.2% | +4.8% | +4.2% |
| 30D | -13.9% | +4.6% | -18.5% | -12.0% |
| 3M | -26.6% | -8.4% | -18.1% | -27.9% |
| 6M | +15.4% | -6.0% | +21.4% | +15.3% |
| YTD | +5.7% | +2.1% | +3.5% | +9.0% |
| 1Y | +41.1% | -6.4% | +47.5% | +47.3% |
| All | +41.1% | -7.7% | +48.8% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling