+95.0%
AMT vs PH
+794.6%
-699.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | +1.8% | -10.8% | +12.7% | +4.3% |
| 3M | -6.2% | +8.5% | -14.6% | -8.2% |
| 6M | -5.0% | +3.9% | -8.9% | -6.4% |
| YTD | +2.1% | +9.4% | -7.4% | -0.7% |
| 1Y | -5.7% | +26.8% | -32.5% | -11.5% |
| 3Y | +7.9% | +140.8% | -132.9% | -16.7% |
| 5Y | -32.3% | +253.8% | -286.1% | -53.8% |
| 10Y | +95.0% | +792.3% | -697.3% | +4.4% |
| All | +95.0% | +794.6% | -699.6% | +4.4% |
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