+71.7%
CME vs AMT
-16.5%
+88.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.7% | -2.2% | +4.9% | +3.2% |
| 30D | +13.5% | +5.8% | +7.7% | +11.9% |
| 3M | +20.9% | +12.6% | +8.3% | +17.2% |
| 6M | +11.5% | +8.3% | +3.2% | +8.9% |
| YTD | +19.5% | +11.4% | +8.1% | +15.6% |
| 1Y | +17.2% | +7.7% | +9.5% | +14.3% |
| 3Y | +65.1% | +14.8% | +50.3% | +56.0% |
| All | +71.7% | -16.5% | +88.2% | +70.2% |
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