+132.2%
PSX vs AMT
+10.5%
+121.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | -0.5% |
| 7D | -13.1% | +0.5% | -13.7% | -13.1% |
| 30D | -9.5% | +13.6% | -23.1% | -9.7% |
| 3M | +20.2% | +11.5% | +8.7% | +20.0% |
| 6M | +44.9% | +6.9% | +38.0% | +44.7% |
| YTD | +94.4% | +10.8% | +83.6% | +93.9% |
| 1Y | +83.1% | +10.3% | +72.7% | +82.6% |
| 3Y | +132.2% | +12.4% | +119.7% | +116.7% |
| All | +132.2% | +10.5% | +121.7% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling