+1,980.9%
CLS vs AMT
-15.7%
+1,996.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.3% |
| 7D | +16.3% | +1.5% | +14.8% | +16.5% |
| 30D | -25.7% | +6.8% | -32.5% | -25.1% |
| 3M | -30.9% | +11.2% | -42.1% | -30.2% |
| 6M | -35.5% | +12.5% | -48.0% | -34.7% |
| YTD | -18.7% | +12.5% | -31.2% | -17.7% |
| 1Y | -17.9% | +10.1% | -28.0% | -16.8% |
| 3Y | +838.1% | +16.0% | +822.1% | +767.1% |
| All | +1,980.9% | -15.7% | +1,996.5% | +1,904.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling