+63.2%
CME vs AMT
+10.5%
+52.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +0.1% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | +13.2% | +13.6% | -0.4% | +10.3% |
| 3M | +16.3% | +11.5% | +4.8% | +13.7% |
| 6M | +7.1% | +6.9% | +0.2% | +5.4% |
| YTD | +15.8% | +10.8% | +5.0% | +13.1% |
| 1Y | +17.1% | +10.3% | +6.8% | +14.4% |
| 3Y | +63.2% | +12.4% | +50.7% | +72.9% |
| All | +63.2% | +10.5% | +52.7% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling