+1,311.4%
AMT vs PSA
+2,780.9%
-1,469.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | -0.2% | -3.7% | +3.5% | +1.6% |
| 30D | +4.6% | -7.7% | +12.4% | +8.7% |
| 3M | -8.4% | -0.6% | -7.8% | -8.3% |
| 6M | -6.0% | -0.9% | -5.1% | -6.0% |
| YTD | +2.1% | +18.7% | -16.5% | -6.3% |
| 1Y | -6.4% | +7.6% | -14.0% | -10.2% |
| 3Y | +8.1% | +23.7% | -15.6% | -3.2% |
| 5Y | -31.9% | +13.7% | -45.6% | -36.9% |
| 10Y | +97.1% | +98.9% | -1.7% | +40.4% |
| All | +1,311.4% | +2,780.9% | -1,469.6% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling