+15.2%
AMT vs PTC
+29.2%
-14.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.4% | +0.5% | -2.9% | -2.4% |
| 30D | +4.2% | +0.9% | +3.3% | +4.2% |
| 3M | +13.4% | +30.4% | -17.0% | +11.9% |
| 6M | +9.4% | +34.4% | -25.0% | +7.2% |
| YTD | +11.7% | +12.6% | -0.9% | +10.0% |
| 1Y | +7.1% | +10.2% | -3.1% | +5.6% |
| All | +15.2% | +29.2% | -14.0% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling