+112.7%
AMT vs PTC
+334.9%
-222.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +0.5% | -0.2% | +0.8% | +0.6% |
| 30D | +13.6% | +0.8% | +12.8% | +13.5% |
| 3M | +11.5% | +32.1% | -20.6% | +4.7% |
| 6M | +6.9% | +42.6% | -35.7% | -1.6% |
| YTD | +10.8% | +12.0% | -1.1% | +6.8% |
| 1Y | +10.3% | +12.2% | -1.8% | +6.2% |
| 3Y | +12.4% | +31.2% | -18.8% | +2.0% |
| 5Y | -20.1% | +54.9% | -75.0% | -31.3% |
| All | +112.7% | +334.9% | -222.3% | +48.7% |
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