+4,100.0%
CMG vs AMT
+739.5%
+3,360.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.2% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | +7.1% | +4.6% | +2.5% | +5.2% |
| 3M | +31.2% | -8.4% | +39.6% | +34.9% |
| 6M | +0.7% | -6.0% | +6.7% | +2.1% |
| YTD | -0.1% | +2.1% | -2.2% | -2.4% |
| 1Y | -10.7% | -6.4% | -4.4% | -10.0% |
| 3Y | -4.7% | +8.1% | -12.7% | -13.1% |
| 5Y | -3.8% | -31.9% | +28.2% | +5.2% |
| 10Y | +352.5% | +97.1% | +255.4% | +190.5% |
| All | +4,100.0% | +739.5% | +3,360.5% | +1,043.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling