-11.3%
AMT vs PL
+46.6%
-57.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.5% | -14.4% | -0.2% |
| 7D | +0.4% | +10.9% | -10.5% | +0.1% |
| 30D | +3.7% | -16.4% | +20.1% | +4.1% |
| 3M | +10.7% | -39.9% | +50.7% | +12.0% |
| 6M | +9.3% | -63.2% | +72.4% | +11.7% |
| YTD | +10.9% | -27.1% | +38.1% | +10.1% |
| 1Y | +10.5% | +12.2% | -1.6% | +7.5% |
| 3Y | +15.5% | +584.3% | -568.7% | -3.4% |
| 5Y | -20.6% | +37.0% | -57.6% | -30.1% |
| All | -11.3% | +46.6% | -57.9% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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