-17.9%
AMT vs PAAS
+58.4%
-76.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -2.4% | -5.2% | +2.8% | -1.8% |
| 30D | +4.2% | -13.9% | +18.1% | +5.7% |
| 3M | +13.4% | -23.8% | +37.2% | +16.3% |
| 6M | +9.4% | -36.4% | +45.8% | +14.3% |
| YTD | +11.7% | -23.4% | +35.0% | +12.8% |
| 1Y | +7.1% | +5.6% | +1.5% | +3.0% |
| 3Y | +15.1% | +209.7% | -194.6% | -12.1% |
| 5Y | -17.9% | +55.6% | -73.4% | -29.3% |
| All | -17.9% | +58.4% | -76.3% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling