-5.7%
AMT vs PSA
+6.5%
-12.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -0.2% | -0.4% | +0.3% | 0.0% |
| 30D | +1.8% | -8.2% | +10.0% | +6.0% |
| 3M | -6.2% | -2.1% | -4.0% | -5.2% |
| 6M | -5.0% | -0.2% | -4.8% | -5.1% |
| YTD | +2.1% | +18.5% | -16.4% | -4.4% |
| 1Y | -5.7% | +6.6% | -12.3% | -8.8% |
| All | -5.7% | +6.5% | -12.3% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling