+156.2%
PSX vs AMT
+16.9%
+139.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +7.8% | +1.5% | +6.3% | +7.8% |
| 30D | -10.9% | +6.8% | -17.7% | -10.9% |
| 3M | +14.5% | +11.2% | +3.3% | +14.4% |
| 6M | +56.1% | +12.5% | +43.6% | +55.9% |
| YTD | +109.6% | +12.5% | +97.1% | +109.1% |
| 1Y | +95.5% | +10.1% | +85.4% | +95.2% |
| 3Y | +156.2% | +16.0% | +140.2% | +143.6% |
| All | +156.2% | +16.9% | +139.3% | +143.6% |
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 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