+374.8%
AMT vs PSLV
+115.4%
+259.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | 0.0% |
| 7D | -0.2% | +2.7% | -2.8% | -0.4% |
| 30D | +1.8% | +3.5% | -1.6% | +1.4% |
| 3M | -6.2% | +0.3% | -6.5% | -6.5% |
| 6M | -5.0% | -21.0% | +16.0% | -3.3% |
| YTD | +2.1% | -8.9% | +11.0% | +0.9% |
| 1Y | -5.7% | +54.0% | -59.7% | -12.7% |
| 3Y | +7.9% | +175.4% | -167.5% | -7.7% |
| 5Y | -32.3% | +157.7% | -190.0% | -42.1% |
| 10Y | +95.0% | +184.9% | -89.9% | +62.0% |
| All | +374.8% | +115.4% | +259.4% | +269.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling