+3,269.5%
CLS vs AMT
-31.6%
+3,301.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.7% |
| 7D | +4.6% | -0.2% | +4.8% | +4.5% |
| 30D | -13.9% | +4.6% | -18.5% | -13.6% |
| 3M | -26.6% | -8.4% | -18.1% | -26.6% |
| 6M | +15.4% | -6.0% | +21.4% | +15.6% |
| YTD | +5.7% | +2.1% | +3.5% | +5.9% |
| 1Y | +41.1% | -6.4% | +47.5% | +41.7% |
| 3Y | +1,228.6% | +8.1% | +1,220.5% | +1,103.0% |
| All | +3,269.5% | -31.6% | +3,301.1% | +3,807.7% |
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