-31.3%
AMT vs PTC
+6.0%
-37.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +5.0% | +0.1% |
| 7D | -0.2% | -10.3% | +10.0% | +1.8% |
| 30D | +4.6% | +1.1% | +3.5% | +4.2% |
| 3M | -8.4% | +1.6% | -10.1% | -9.2% |
| 6M | -6.0% | -13.5% | +7.4% | -4.0% |
| YTD | +2.1% | -19.1% | +21.2% | +5.5% |
| 1Y | -6.4% | -33.9% | +27.5% | +0.7% |
| 3Y | +8.1% | -3.9% | +12.0% | +2.4% |
| All | -31.3% | +6.0% | -37.3% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling