-10.1%
AMT vs PL
+40.9%
-51.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +1.5% | +10.0% | -8.5% | +1.3% |
| 30D | +6.8% | -2.3% | +9.1% | +6.8% |
| 3M | +11.2% | -44.2% | +55.4% | +12.7% |
| 6M | +12.5% | -66.1% | +78.6% | +15.3% |
| YTD | +12.5% | -30.0% | +42.5% | +11.7% |
| 1Y | +10.1% | +21.0% | -10.9% | +6.8% |
| 3Y | +16.0% | +516.5% | -500.5% | -2.4% |
| 5Y | -17.2% | +32.0% | -49.2% | -27.1% |
| All | -10.1% | +40.9% | -51.0% | -20.4% |
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