+272.5%
PM vs AMT
+136.5%
+136.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | +0.5% | +1.5% | -1.0% | 0.0% |
| 30D | -3.2% | +6.8% | -10.0% | -5.4% |
| 3M | +6.2% | +11.2% | -5.0% | +2.2% |
| 6M | +7.7% | +12.5% | -4.8% | +2.7% |
| YTD | +27.3% | +12.5% | +14.8% | +21.1% |
| 1Y | +32.8% | +10.1% | +22.7% | +27.2% |
| 3Y | +150.0% | +16.0% | +134.0% | +131.2% |
| 5Y | +164.2% | -17.2% | +181.4% | +170.4% |
| All | +272.5% | +136.5% | +136.0% | +152.1% |
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