-14.7%
CMG vs AMT
+13.8%
-28.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +8.6% | +0.4% | +8.2% | +8.6% |
| 30D | +13.1% | +3.7% | +9.4% | +13.1% |
| 3M | +9.0% | +10.7% | -1.7% | +9.0% |
| 6M | +10.0% | +9.3% | +0.7% | +9.8% |
| YTD | -3.4% | +10.9% | -14.4% | -3.7% |
| 1Y | +16.8% | +10.5% | +6.3% | +16.5% |
| 3Y | -14.7% | +15.5% | -30.3% | -16.0% |
| All | -14.7% | +13.8% | -28.5% | -16.0% |
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