+260.9%
PM vs AMT
+134.0%
+126.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -7.1% | -2.4% | -4.7% | -6.3% |
| 30D | -2.8% | +4.2% | -7.0% | -4.2% |
| 3M | +6.3% | +13.4% | -7.1% | +1.7% |
| 6M | +9.6% | +9.4% | +0.3% | +5.6% |
| YTD | +25.6% | +11.7% | +13.9% | +19.8% |
| 1Y | +29.7% | +7.1% | +22.5% | +25.3% |
| 3Y | +147.6% | +15.1% | +132.5% | +129.5% |
| 5Y | +160.1% | -17.9% | +178.0% | +166.9% |
| 10Y | +260.9% | +133.5% | +127.4% | +146.0% |
| All | +260.9% | +134.0% | +126.9% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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