-35.0%
CLS vs AMT
+12.4%
-47.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.8% |
| 7D | -13.9% | +1.6% | -15.5% | -13.1% |
| 30D | -38.2% | +4.5% | -42.6% | -36.6% |
| 3M | -28.8% | +13.8% | -42.6% | -25.0% |
| 6M | -40.4% | +10.0% | -50.4% | -37.5% |
| YTD | -24.3% | +11.8% | -36.0% | -20.4% |
| 1Y | -35.0% | +10.2% | -45.3% | -29.4% |
| All | -35.0% | +12.4% | -47.4% | -29.4% |
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