+15.5%
AMT vs PPL
+56.9%
-41.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.9% |
| 7D | +4.4% | +1.0% | +3.3% | +3.7% |
| 30D | +17.7% | +6.8% | +10.9% | +13.0% |
| 3M | +16.7% | +3.9% | +12.8% | +13.8% |
| 6M | +11.1% | -2.0% | +13.2% | +12.2% |
| YTD | +13.9% | +5.3% | +8.6% | +9.1% |
| 1Y | +12.5% | +2.2% | +10.3% | +10.0% |
| All | +15.5% | +56.9% | -41.4% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling