+2,093.5%
CLS vs AMT
+1,092.1%
+1,001.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.4% | -12.6% | -12.9% |
| 7D | -27.3% | +4.4% | -31.6% | -28.3% |
| 30D | -47.0% | +17.7% | -64.8% | -50.0% |
| 3M | -43.3% | +16.7% | -60.0% | -46.4% |
| 6M | -50.8% | +11.1% | -61.9% | -53.3% |
| YTD | -30.4% | +13.9% | -44.3% | -35.1% |
| 1Y | -41.7% | +12.5% | -54.2% | -45.3% |
| 3Y | +701.4% | +13.2% | +688.2% | +610.7% |
| 5Y | +1,767.8% | -17.9% | +1,785.6% | +1,714.9% |
| 10Y | +1,636.8% | +122.8% | +1,514.0% | +1,078.5% |
| All | +2,093.5% | +1,092.1% | +1,001.4% | +587.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling