-5.0%
CMG vs AMT
+6.7%
-11.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +12.7% | +1.8% | +10.9% | +12.7% |
| 3M | +26.3% | -6.2% | +32.5% | +26.4% |
| 6M | +4.5% | -5.0% | +9.5% | +4.4% |
| YTD | -0.1% | +2.1% | -2.2% | -0.5% |
| 1Y | -6.8% | -5.7% | -1.0% | -6.9% |
| 3Y | -5.0% | +7.9% | -12.9% | -3.4% |
| All | -5.0% | +6.7% | -11.7% | -3.4% |
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