+83.3%
PSX vs AMT
+9.2%
+74.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -7.8% | +1.6% | -9.5% | -7.8% |
| 30D | -9.9% | +4.5% | -14.3% | -9.8% |
| 3M | +16.9% | +13.8% | +3.2% | +17.0% |
| 6M | +48.0% | +10.0% | +37.9% | +48.1% |
| YTD | +98.3% | +11.8% | +86.6% | +96.4% |
| All | +83.3% | +9.2% | +74.1% | +84.0% |
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