+124.5%
AMT vs PTC
+326.2%
-201.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | +3.7% | +0.7% | +3.0% | +3.6% |
| 3M | +10.7% | +32.6% | -21.9% | +3.9% |
| 6M | +9.3% | +33.6% | -24.3% | +2.0% |
| YTD | +10.9% | +12.4% | -1.5% | +6.8% |
| 1Y | +10.5% | +11.2% | -0.7% | +6.6% |
| 3Y | +15.5% | +31.7% | -16.1% | +4.7% |
| 5Y | -20.6% | +60.1% | -80.6% | -32.2% |
| 10Y | +124.5% | +317.2% | -192.6% | +57.2% |
| All | +124.5% | +326.2% | -201.6% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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