+774.9%
CLS vs AMT
+14.5%
+760.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.1% | +7.7% | +7.9% |
| 7D | -10.6% | +0.4% | -10.9% | -10.2% |
| 30D | -38.4% | +3.7% | -42.2% | -36.8% |
| 3M | -29.9% | +10.7% | -40.6% | -25.8% |
| 6M | -40.6% | +9.3% | -49.9% | -36.6% |
| YTD | -24.6% | +10.9% | -35.5% | -17.8% |
| 1Y | -30.8% | +10.5% | -41.3% | -24.8% |
| All | +774.9% | +14.5% | +760.4% | +768.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling