+104.9%
PSX vs AMT
-6.1%
+111.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +27.6% |
| 3M | +42.0% | -6.2% | +48.2% | +42.3% |
| 6M | +58.1% | -5.0% | +63.1% | +58.7% |
| YTD | +105.0% | +2.1% | +103.0% | +104.0% |
| 1Y | +104.9% | -5.7% | +110.7% | +106.9% |
| All | +104.9% | -6.1% | +111.0% | +106.9% |
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 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