+370.1%
PSX vs AMT
+94.9%
+275.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | +27.8% | +1.8% | +25.9% | +27.1% |
| 3M | +42.0% | -6.2% | +48.2% | +43.8% |
| 6M | +58.1% | -5.0% | +63.1% | +59.1% |
| YTD | +105.0% | +2.1% | +103.0% | +102.3% |
| 1Y | +104.9% | -5.7% | +110.7% | +105.9% |
| 3Y | +134.1% | +7.9% | +126.1% | +120.0% |
| 5Y | +363.8% | -32.3% | +396.2% | +398.5% |
| 10Y | +370.1% | +95.0% | +275.1% | +304.6% |
| All | +370.1% | +94.9% | +275.2% | +304.6% |
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