+1,311.4%
AMT vs PAAS
+584.9%
+726.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.9% |
| 7D | -0.2% | -2.9% | +2.7% | 0.0% |
| 30D | +4.6% | +6.8% | -2.2% | +3.9% |
| 3M | -8.4% | -2.9% | -5.6% | -8.6% |
| 6M | -6.0% | -16.4% | +10.4% | -5.3% |
| YTD | +2.1% | 0.0% | +2.1% | +1.0% |
| 1Y | -6.4% | +54.3% | -60.7% | -11.1% |
| 3Y | +8.1% | +230.7% | -222.6% | -5.3% |
| 5Y | -31.9% | +111.6% | -143.6% | -38.9% |
| 10Y | +97.1% | +211.7% | -114.6% | +64.9% |
| All | +1,311.4% | +584.9% | +726.4% | +1,424.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling