-31.2%
AMT vs PSLV
+148.4%
-179.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -0.9% |
| 7D | -2.7% | -4.9% | +2.2% | -2.2% |
| 30D | +2.0% | -1.9% | +3.9% | +2.1% |
| 3M | -9.3% | +4.2% | -13.5% | -9.9% |
| 6M | -5.2% | -27.6% | +22.4% | -2.4% |
| YTD | +0.5% | -11.7% | +12.1% | -1.6% |
| 1Y | -7.3% | +49.3% | -56.6% | -17.7% |
| 3Y | +6.2% | +167.1% | -160.9% | -19.8% |
| 5Y | -31.2% | +151.7% | -182.9% | -50.5% |
| All | -31.2% | +148.4% | -179.6% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling