+1,763.7%
CLS vs AMT
-20.2%
+1,783.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.2% |
| 7D | -22.2% | +0.5% | -22.7% | -22.1% |
| 30D | -44.4% | +13.6% | -58.0% | -43.8% |
| 3M | -34.3% | +11.5% | -45.8% | -33.7% |
| 6M | -50.1% | +6.9% | -57.0% | -49.6% |
| YTD | -30.1% | +10.8% | -40.9% | -29.3% |
| 1Y | -39.3% | +10.3% | -49.7% | -38.7% |
| 3Y | +732.7% | +12.4% | +720.3% | +673.8% |
| All | +1,763.7% | -20.2% | +1,783.8% | +1,821.5% |
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