+96.9%
PSX vs AMT
+13.5%
+83.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.0% | -8.6% | -4.5% |
| 7D | -5.2% | +6.0% | -11.2% | -5.2% |
| 30D | -3.7% | +20.1% | -23.8% | -3.8% |
| 3M | +26.8% | +12.4% | +14.4% | +27.0% |
| 6M | +47.3% | +9.9% | +37.4% | +47.5% |
| YTD | +105.4% | +14.4% | +91.0% | +103.4% |
| 1Y | +96.9% | +12.4% | +84.5% | +96.7% |
| All | +96.9% | +13.5% | +83.4% | +96.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling