+133.7%
AMT vs PPL
+65.3%
+68.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +4.5% | +4.3% | +0.2% | +1.9% |
| 3M | +13.8% | +2.9% | +10.9% | +11.8% |
| 6M | +10.0% | +1.1% | +8.9% | +8.9% |
| YTD | +11.8% | +4.5% | +7.3% | +8.3% |
| 1Y | +10.2% | +0.1% | +10.1% | +9.4% |
| 3Y | +15.1% | +55.7% | -40.5% | -11.8% |
| 5Y | -18.8% | +47.6% | -66.4% | -35.9% |
| 10Y | +133.7% | +66.8% | +66.9% | +59.5% |
| All | +133.7% | +65.3% | +68.3% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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