+2,757.7%
CLS vs AMT
+94.2%
+2,663.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | -13.9% | +4.6% | -18.5% | -14.5% |
| 3M | -26.6% | -8.4% | -18.1% | -25.7% |
| 6M | +15.4% | -6.0% | +21.4% | +15.9% |
| YTD | +5.7% | +2.1% | +3.5% | +4.1% |
| 1Y | +41.1% | -6.4% | +47.5% | +41.4% |
| 3Y | +1,228.6% | +8.1% | +1,220.5% | +1,091.9% |
| 5Y | +3,240.6% | -31.9% | +3,272.6% | +3,422.0% |
| All | +2,757.7% | +94.2% | +2,663.6% | +2,412.6% |
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 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