+1,929.4%
CLS vs AMT
+134.0%
+1,795.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.5% |
| 7D | +2.8% | -2.4% | +5.1% | +3.1% |
| 30D | -30.1% | +4.2% | -34.3% | -30.6% |
| 3M | -21.7% | +13.4% | -35.2% | -23.3% |
| 6M | -36.2% | +9.4% | -45.6% | -37.6% |
| YTD | -17.8% | +11.7% | -29.5% | -20.3% |
| 1Y | -26.8% | +7.1% | -33.9% | -28.3% |
| 3Y | +853.4% | +15.1% | +838.3% | +753.3% |
| 5Y | +2,005.0% | -17.9% | +2,022.9% | +2,008.0% |
| 10Y | +1,929.4% | +133.5% | +1,795.9% | +1,651.5% |
| All | +1,929.4% | +134.0% | +1,795.4% | +1,651.5% |
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 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