+7,418.1%
CME vs AMT
+9,237.4%
-1,819.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +0.7% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | +13.2% | +13.6% | -0.4% | +7.1% |
| 3M | +16.3% | +11.5% | +4.8% | +10.7% |
| 6M | +7.1% | +6.9% | +0.2% | +3.3% |
| YTD | +15.8% | +10.8% | +5.0% | +9.5% |
| 1Y | +17.1% | +10.3% | +6.8% | +10.8% |
| 3Y | +63.2% | +12.4% | +50.7% | +48.6% |
| 5Y | +70.2% | -20.1% | +90.3% | +74.9% |
| 10Y | +337.0% | +116.8% | +220.2% | +178.9% |
| All | +7,418.1% | +9,237.4% | -1,819.3% | +1,735.3% |
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