+763.1%
PM vs AMT
+568.9%
+194.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -3.4% | +4.6% | -8.0% | -4.9% |
| 3M | +5.2% | -8.4% | +13.6% | +8.2% |
| 6M | +3.7% | -6.0% | +9.7% | +5.5% |
| YTD | +15.8% | +2.1% | +13.6% | +14.0% |
| 1Y | +17.4% | -6.4% | +23.7% | +19.0% |
| 3Y | +116.9% | +8.1% | +108.9% | +104.8% |
| 5Y | +117.3% | -31.9% | +149.2% | +137.9% |
| 10Y | +193.8% | +97.1% | +96.6% | +109.6% |
| All | +763.1% | +568.9% | +194.2% | +270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling