+345.0%
PSX vs AMT
-31.6%
+376.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.3% |
| 7D | +4.5% | -0.2% | +4.8% | +4.6% |
| 30D | +26.6% | +4.6% | +22.0% | +26.1% |
| 3M | +39.3% | -8.4% | +47.7% | +40.1% |
| 6M | +56.8% | -6.0% | +62.8% | +57.4% |
| YTD | +101.8% | +2.1% | +99.7% | +100.9% |
| 1Y | +99.6% | -6.4% | +106.0% | +100.2% |
| 3Y | +140.3% | +8.1% | +132.3% | +133.0% |
| All | +345.0% | -31.6% | +376.5% | +331.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling