-0.8%
CRM vs AMT
-29.9%
+29.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.2% |
| 7D | -4.4% | +1.1% | -5.6% | -4.7% |
| 30D | +28.1% | +4.4% | +23.8% | +26.7% |
| 3M | +48.8% | -5.2% | +54.0% | +50.6% |
| 6M | +28.3% | -0.8% | +29.1% | +28.1% |
| YTD | -6.0% | +3.3% | -9.3% | -7.6% |
| 1Y | +1.4% | -6.0% | +7.5% | +2.3% |
| 3Y | +11.8% | +9.6% | +2.3% | 0.0% |
| All | -0.8% | -29.9% | +29.0% | +6.7% |
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