+1,431.6%
AMT vs PH
+4,569.5%
-3,137.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.5% | -3.7% |
| 7D | +0.5% | +2.0% | -1.5% | -0.4% |
| 30D | +13.6% | -3.7% | +17.3% | +14.7% |
| 3M | +11.5% | -14.0% | +25.5% | +17.1% |
| 6M | +6.9% | +2.1% | +4.8% | +4.8% |
| YTD | +10.8% | +5.1% | +5.8% | +6.8% |
| 1Y | +10.3% | +10.9% | -0.6% | +4.1% |
| 3Y | +12.4% | +132.9% | -120.5% | -24.1% |
| 5Y | -20.1% | +200.1% | -220.1% | -52.3% |
| 10Y | +116.8% | +783.8% | -667.0% | -26.9% |
| All | +1,431.6% | +4,569.5% | -3,137.9% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling