-11.4%
AMT vs PL
+28.1%
-39.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.4% | -13.1% | -2.9% |
| 7D | +0.5% | -6.8% | +7.4% | +0.7% |
| 30D | +13.6% | -29.3% | +42.9% | +14.5% |
| 3M | +11.5% | -44.8% | +56.2% | +13.0% |
| 6M | +6.9% | -68.4% | +75.3% | +9.7% |
| YTD | +10.8% | -36.4% | +47.2% | +10.3% |
| 1Y | +10.3% | +0.7% | +9.6% | +7.6% |
| 3Y | +12.4% | +455.3% | -442.9% | -5.1% |
| 5Y | -20.1% | +22.7% | -42.7% | -29.2% |
| All | -11.4% | +28.1% | -39.4% | -21.4% |
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