-10.7%
AMT vs PL
+46.3%
-57.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -2.4% | +13.4% | -15.7% | -2.7% |
| 30D | +4.2% | -10.2% | +14.4% | +4.4% |
| 3M | +13.4% | -39.5% | +52.9% | +14.7% |
| 6M | +9.4% | -65.7% | +75.1% | +12.1% |
| YTD | +11.7% | -27.3% | +39.0% | +10.8% |
| 1Y | +7.1% | +15.0% | -7.9% | +4.2% |
| 3Y | +15.1% | +560.8% | -545.8% | -3.5% |
| 5Y | -17.9% | +38.4% | -56.3% | -27.8% |
| All | -10.7% | +46.3% | -57.0% | -21.1% |
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