+835.7%
PM vs AMT
+625.9%
+209.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | +5.2% | +11.5% | -6.2% | +1.0% |
| 6M | +17.0% | +6.9% | +10.1% | +13.3% |
| YTD | +25.5% | +10.8% | +14.7% | +19.7% |
| 1Y | +35.5% | +10.3% | +25.2% | +29.3% |
| 3Y | +143.9% | +12.4% | +131.5% | +127.3% |
| 5Y | +161.8% | -20.1% | +181.9% | +169.6% |
| 10Y | +235.9% | +116.8% | +119.1% | +131.2% |
| All | +835.7% | +625.9% | +209.8% | +288.8% |
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