+1,311.4%
AMT vs PPL
+1,106.7%
+204.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | +2.7% | -2.9% | -1.4% |
| 30D | +4.6% | +0.5% | +4.2% | +4.4% |
| 3M | -8.4% | +0.7% | -9.1% | -8.9% |
| 6M | -6.0% | -7.6% | +1.6% | -2.9% |
| YTD | +2.1% | +1.8% | +0.3% | +1.0% |
| 1Y | -6.4% | -0.8% | -5.6% | -6.5% |
| 3Y | +8.1% | +56.9% | -48.8% | -11.8% |
| 5Y | -31.9% | +39.5% | -71.4% | -41.4% |
| 10Y | +97.1% | +55.4% | +41.7% | +57.2% |
| All | +1,311.4% | +1,106.7% | +204.7% | +661.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling