+133.7%
AMT vs PH
+737.8%
-604.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +1.6% | +2.1% | -0.5% | +1.1% |
| 30D | +4.5% | +0.3% | +4.2% | +4.1% |
| 3M | +13.8% | -8.8% | +22.6% | +15.7% |
| 6M | +10.0% | +10.0% | 0.0% | +7.0% |
| YTD | +11.8% | +10.5% | +1.3% | +8.2% |
| 1Y | +10.2% | +15.5% | -5.3% | +5.6% |
| 3Y | +15.1% | +136.4% | -121.2% | -11.0% |
| 5Y | -18.8% | +213.6% | -232.4% | -43.2% |
| 10Y | +133.7% | +713.9% | -580.2% | +26.9% |
| All | +133.7% | +737.8% | -604.1% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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