+140.1%
AMT vs PPL
+65.0%
+75.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | -2.2% | -2.2% | 0.0% | -0.9% |
| 30D | +5.8% | +1.7% | +4.1% | +4.7% |
| 3M | +12.6% | +0.1% | +12.4% | +12.3% |
| 6M | +8.3% | -1.5% | +9.9% | +8.8% |
| YTD | +11.4% | +3.0% | +8.5% | +8.8% |
| 1Y | +7.7% | -1.4% | +9.2% | +7.8% |
| 3Y | +14.8% | +53.5% | -38.7% | -11.4% |
| 5Y | -18.0% | +46.4% | -64.4% | -34.8% |
| All | +140.1% | +65.0% | +75.1% | +65.8% |
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