+358.2%
PSX vs AMT
+134.2%
+224.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | +6.4% | -2.2% | +8.6% | +6.9% |
| 30D | -10.2% | +5.8% | -16.0% | -11.4% |
| 3M | +17.2% | +12.6% | +4.6% | +13.7% |
| 6M | +51.8% | +8.3% | +43.4% | +48.1% |
| YTD | +108.0% | +11.4% | +96.6% | +100.7% |
| 1Y | +96.1% | +7.7% | +88.4% | +90.8% |
| 3Y | +155.9% | +14.8% | +141.1% | +137.4% |
| 5Y | +306.9% | -18.0% | +324.9% | +311.7% |
| All | +358.2% | +134.2% | +224.0% | +273.9% |
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