+94.2%
AMT vs PAAS
+200.1%
-105.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | -0.2% | -2.9% | +2.7% | +0.1% |
| 30D | +4.6% | +6.8% | -2.2% | +3.8% |
| 3M | -8.4% | -2.9% | -5.6% | -8.6% |
| 6M | -6.0% | -16.4% | +10.4% | -5.0% |
| YTD | +2.1% | 0.0% | +2.1% | +0.7% |
| 1Y | -6.4% | +54.3% | -60.7% | -12.5% |
| 3Y | +8.1% | +230.7% | -222.6% | -9.8% |
| 5Y | -31.9% | +111.6% | -143.6% | -41.6% |
| All | +94.2% | +200.1% | -105.9% | +62.1% |
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