+3,961.4%
CMG vs AMT
+812.1%
+3,149.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +8.6% | +0.4% | +8.2% | +8.5% |
| 30D | +13.1% | +3.7% | +9.4% | +11.6% |
| 3M | +9.0% | +10.7% | -1.7% | +4.4% |
| 6M | +10.0% | +9.3% | +0.7% | +5.1% |
| YTD | -3.4% | +10.9% | -14.4% | -8.9% |
| 1Y | +16.8% | +10.5% | +6.3% | +10.2% |
| 3Y | -14.7% | +15.5% | -30.3% | -24.0% |
| 5Y | -1.5% | -20.6% | +19.0% | +0.8% |
| 10Y | +383.6% | +124.5% | +259.1% | +193.5% |
| All | +3,961.4% | +812.1% | +3,149.3% | +966.9% |
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