+322.3%
CMG vs AMT
+96.3%
+226.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -6.5% | +1.5% | -7.9% | -6.8% |
| 30D | +12.1% | +3.7% | +8.4% | +11.0% |
| 3M | +20.6% | -7.2% | +27.8% | +22.5% |
| 6M | +2.1% | -4.2% | +6.3% | +2.6% |
| YTD | -2.6% | +1.9% | -4.5% | -4.1% |
| 1Y | -8.7% | -6.4% | -2.3% | -8.1% |
| 3Y | -7.4% | +7.7% | -15.1% | -13.5% |
| 5Y | -5.7% | -30.9% | +25.2% | +1.3% |
| 10Y | +322.3% | +105.4% | +217.0% | +307.9% |
| All | +322.3% | +96.3% | +226.1% | +307.9% |
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