-18.3%
AMT vs PL
+84.9%
-103.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -0.2% | -9.3% | +9.1% | 0.0% |
| 30D | +4.6% | -18.9% | +23.6% | +5.2% |
| 3M | -8.4% | -58.4% | +49.9% | -6.4% |
| 6M | -6.0% | -30.3% | +24.3% | -6.0% |
| YTD | +2.1% | -8.1% | +10.2% | +0.9% |
| 1Y | -6.4% | +180.5% | -186.9% | -12.3% |
| 3Y | +8.1% | +444.1% | -436.1% | -6.8% |
| 5Y | -31.9% | +83.0% | -115.0% | -39.8% |
| All | -18.3% | +84.9% | -103.2% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling