+15.5%
AMT vs PL
+403.1%
-387.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.1% | +9.7% | -0.5% |
| 7D | +4.4% | -20.5% | +24.9% | +4.2% |
| 30D | +17.7% | -38.8% | +56.5% | +17.5% |
| 3M | +16.7% | -49.1% | +65.8% | +16.3% |
| 6M | +11.1% | -69.4% | +80.5% | +10.9% |
| YTD | +13.9% | -42.3% | +56.2% | +13.3% |
| 1Y | +12.5% | -14.2% | +26.7% | +11.6% |
| All | +15.5% | +403.1% | -387.6% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling