+124.5%
AMT vs PH
+778.3%
-653.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -0.8% |
| 7D | +0.4% | +3.0% | -2.7% | -0.4% |
| 30D | +3.7% | -0.6% | +4.3% | +3.6% |
| 3M | +10.7% | -10.7% | +21.5% | +13.1% |
| 6M | +9.3% | +9.1% | +0.2% | +6.4% |
| YTD | +10.9% | +9.5% | +1.4% | +7.6% |
| 1Y | +10.5% | +14.0% | -3.5% | +6.2% |
| 3Y | +15.5% | +138.9% | -123.3% | -10.9% |
| 5Y | -20.6% | +209.1% | -229.7% | -44.1% |
| 10Y | +124.5% | +737.3% | -612.7% | +28.1% |
| All | +124.5% | +778.3% | -653.7% | +28.1% |
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