+106.2%
AMT vs PSLV
+190.6%
-84.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | +1.1% | -3.5% | +4.6% | +1.6% |
| 30D | +4.4% | -2.1% | +6.5% | +4.5% |
| 3M | -5.2% | -1.6% | -3.5% | -5.3% |
| 6M | -0.8% | -25.5% | +24.7% | +2.5% |
| YTD | +3.3% | -11.4% | +14.7% | +1.2% |
| 1Y | -6.0% | +48.6% | -54.6% | -17.3% |
| 3Y | +9.6% | +166.9% | -157.3% | -16.8% |
| 5Y | -29.2% | +152.4% | -181.7% | -46.4% |
| All | +106.2% | +190.6% | -84.4% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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