-39.3%
CLS vs AMT
+9.8%
-49.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | -0.6% |
| 7D | -22.2% | +0.5% | -22.7% | -21.8% |
| 30D | -44.4% | +13.6% | -58.0% | -41.7% |
| 3M | -34.3% | +11.5% | -45.8% | -31.5% |
| 6M | -50.1% | +6.9% | -57.0% | -48.0% |
| YTD | -30.1% | +10.8% | -40.9% | -27.1% |
| 1Y | -39.3% | +10.3% | -49.7% | -35.9% |
| All | -39.3% | +9.8% | -49.2% | -35.9% |
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