+8.3%
AMT vs PPL
+57.3%
-49.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | +2.7% | -2.9% | -1.8% |
| 30D | +4.6% | +0.5% | +4.2% | +4.3% |
| 3M | -8.4% | +0.7% | -9.1% | -9.2% |
| 6M | -6.0% | -7.6% | +1.6% | -1.5% |
| YTD | +2.1% | +1.8% | +0.3% | -0.1% |
| 1Y | -6.4% | -0.8% | -5.6% | -7.0% |
| All | +8.3% | +57.3% | -49.0% | -26.2% |
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