+95.0%
AMT vs PTC
+204.7%
-109.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +1.0% |
| 7D | -0.2% | -12.8% | +12.6% | +2.6% |
| 30D | +1.8% | -9.8% | +11.6% | +3.8% |
| 3M | -6.2% | -2.1% | -4.1% | -6.3% |
| 6M | -5.0% | -18.1% | +13.1% | -1.8% |
| YTD | +2.1% | -23.5% | +25.6% | +6.7% |
| 1Y | -5.7% | -37.4% | +31.6% | +2.6% |
| 3Y | +7.9% | -7.2% | +15.1% | +5.3% |
| 5Y | -32.3% | +2.7% | -35.0% | -36.6% |
| 10Y | +95.0% | +203.4% | -108.4% | +38.4% |
| All | +95.0% | +204.7% | -109.7% | +38.4% |
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