+112.7%
AMT vs PAAS
+192.1%
-79.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.1% | -2.8% |
| 7D | +0.5% | +8.4% | -7.9% | -0.2% |
| 30D | +13.6% | -7.2% | +20.8% | +14.3% |
| 3M | +11.5% | -14.0% | +25.5% | +12.7% |
| 6M | +6.9% | -26.8% | +33.7% | +9.4% |
| YTD | +10.8% | -19.8% | +30.6% | +11.5% |
| 1Y | +10.3% | +22.8% | -12.5% | +5.7% |
| 3Y | +12.4% | +183.6% | -171.2% | -4.6% |
| 5Y | -20.1% | +73.8% | -93.9% | -30.0% |
| All | +112.7% | +192.1% | -79.4% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling