+1,311.4%
AMT vs PTC
+84.6%
+1,226.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +5.0% | +0.4% |
| 7D | -0.2% | -10.3% | +10.0% | +2.4% |
| 30D | +4.6% | +1.1% | +3.5% | +4.2% |
| 3M | -8.4% | +1.6% | -10.1% | -9.4% |
| 6M | -6.0% | -13.5% | +7.4% | -3.6% |
| YTD | +2.1% | -19.1% | +21.2% | +6.1% |
| 1Y | -6.4% | -33.9% | +27.5% | +1.9% |
| 3Y | +8.1% | -3.9% | +12.0% | +5.2% |
| 5Y | -31.9% | +6.0% | -38.0% | -36.3% |
| 10Y | +97.1% | +223.7% | -126.6% | +31.7% |
| All | +1,311.4% | +84.6% | +1,226.8% | +490.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling