+15.1%
AMT vs PL
+570.0%
-554.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +1.6% | +5.6% | -4.0% | +1.7% |
| 30D | +4.5% | -16.9% | +21.4% | +4.4% |
| 3M | +13.8% | -38.2% | +52.0% | +13.6% |
| 6M | +10.0% | -63.4% | +73.5% | +10.0% |
| YTD | +11.8% | -27.6% | +39.4% | +11.4% |
| 1Y | +10.2% | +6.6% | +3.7% | +9.6% |
| 3Y | +15.1% | +557.6% | -542.5% | +4.8% |
| All | +15.1% | +570.0% | -554.8% | +4.8% |
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