+119.6%
PM vs AMT
+8.2%
+111.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -3.4% | +4.6% | -8.0% | -4.6% |
| 3M | +5.2% | -8.4% | +13.6% | +7.6% |
| 6M | +3.7% | -6.0% | +9.7% | +5.1% |
| YTD | +15.8% | +2.1% | +13.6% | +14.4% |
| 1Y | +17.4% | -6.4% | +23.7% | +18.8% |
| All | +119.6% | +8.2% | +111.4% | +120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling