+1,431.6%
AMT vs PAAS
+449.3%
+982.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.1% | -2.8% |
| 7D | +0.5% | +8.4% | -7.9% | -0.1% |
| 30D | +13.6% | -7.2% | +20.8% | +14.2% |
| 3M | +11.5% | -14.0% | +25.5% | +12.5% |
| 6M | +6.9% | -26.8% | +33.7% | +9.0% |
| YTD | +10.8% | -19.8% | +30.6% | +11.4% |
| 1Y | +10.3% | +22.8% | -12.5% | +6.8% |
| 3Y | +12.4% | +183.6% | -171.2% | -0.4% |
| 5Y | -20.1% | +73.8% | -93.9% | -27.2% |
| 10Y | +116.8% | +185.6% | -68.7% | +82.8% |
| All | +1,431.6% | +449.3% | +982.3% | +1,582.2% |
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