-13.5%
AMT vs PH
+203.8%
-217.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.5% | +4.3% | -2.8% | +0.9% |
| 30D | +6.8% | +0.1% | +6.7% | +6.6% |
| 3M | +11.2% | -9.4% | +20.6% | +12.7% |
| 6M | +12.5% | +8.8% | +3.7% | +10.3% |
| YTD | +12.5% | +9.6% | +2.9% | +9.9% |
| 1Y | +10.1% | +14.4% | -4.3% | +6.7% |
| 3Y | +16.0% | +134.5% | -118.5% | -11.1% |
| All | -13.5% | +203.8% | -217.2% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling