-3.0%
CMG vs AMT
-31.2%
+28.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.3% |
| 3M | +26.3% | -6.2% | +32.5% | +27.5% |
| 6M | +4.5% | -5.0% | +9.5% | +5.1% |
| YTD | -0.1% | +2.1% | -2.2% | -1.3% |
| 1Y | -6.8% | -5.7% | -1.0% | -6.4% |
| 3Y | -5.0% | +7.9% | -12.9% | -11.5% |
| 5Y | -3.0% | -32.3% | +29.3% | +10.2% |
| All | -3.0% | -31.2% | +28.2% | +10.2% |
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