-1.5%
CMG vs AMT
-20.6%
+19.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.4% |
| 3M | +9.0% | +10.7% | -1.7% | +6.9% |
| 6M | +10.0% | +9.3% | +0.7% | +7.7% |
| YTD | -3.4% | +10.9% | -14.4% | -6.1% |
| 1Y | +16.8% | +10.5% | +6.3% | +13.6% |
| 3Y | -14.7% | +15.5% | -30.3% | -21.2% |
| 5Y | -1.5% | -20.6% | +19.0% | +6.3% |
| All | -1.5% | -20.6% | +19.0% | +6.3% |
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 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