+112.7%
AMT vs PPL
+62.0%
+50.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | +13.6% | +5.4% | +8.2% | +10.1% |
| 3M | +11.5% | +4.3% | +7.2% | +8.6% |
| 6M | +6.9% | -1.3% | +8.3% | +7.3% |
| YTD | +10.8% | +4.7% | +6.1% | +7.2% |
| 1Y | +10.3% | +1.3% | +9.1% | +8.7% |
| 3Y | +12.4% | +57.2% | -44.8% | -14.6% |
| 5Y | -20.1% | +48.2% | -68.3% | -37.1% |
| All | +112.7% | +62.0% | +50.7% | +46.0% |
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