+285.1%
CME vs AMT
+94.2%
+191.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +6.2% | +4.6% | +1.6% | +4.6% |
| 3M | +10.4% | -8.4% | +18.9% | +13.6% |
| 6M | -9.5% | -6.0% | -3.5% | -8.1% |
| YTD | +6.0% | +2.1% | +3.9% | +4.5% |
| 1Y | +9.3% | -6.4% | +15.7% | +10.8% |
| 3Y | +57.7% | +8.1% | +49.6% | +47.6% |
| 5Y | +77.7% | -31.9% | +109.6% | +96.8% |
| All | +285.1% | +94.2% | +191.0% | +288.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling