+232.4%
PM vs AMT
+113.8%
+118.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.9% |
| 7D | -5.2% | +0.5% | -5.8% | -5.4% |
| 30D | +2.7% | +13.6% | -10.9% | -1.8% |
| 3M | +6.1% | +11.5% | -5.3% | +2.0% |
| 6M | +18.0% | +6.9% | +11.1% | +14.5% |
| YTD | +26.6% | +10.8% | +15.7% | +21.0% |
| 1Y | +36.7% | +10.3% | +26.4% | +30.7% |
| 3Y | +146.0% | +12.4% | +133.6% | +129.8% |
| 5Y | +164.1% | -20.1% | +184.2% | +173.9% |
| All | +232.4% | +113.8% | +118.6% | +126.4% |
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