+105.4%
AMT vs PSA
+98.4%
+7.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +1.3% |
| 7D | +1.5% | -2.2% | +3.7% | +2.9% |
| 30D | +3.7% | -9.6% | +13.3% | +10.5% |
| 3M | -7.2% | -7.9% | +0.7% | -2.4% |
| 6M | -4.2% | -2.0% | -2.2% | -3.6% |
| YTD | +1.9% | +15.7% | -13.9% | -8.0% |
| 1Y | -6.4% | +5.8% | -12.1% | -10.7% |
| 3Y | +7.7% | +21.6% | -13.8% | -7.0% |
| 5Y | -30.9% | +13.1% | -44.0% | -38.6% |
| 10Y | +105.4% | +101.3% | +4.1% | +26.6% |
| All | +105.4% | +98.4% | +7.0% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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