+1,067.6%
PSX vs AMT
+317.2%
+750.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | +0.2% |
| 7D | -13.1% | +0.5% | -13.7% | -13.3% |
| 30D | -9.5% | +13.6% | -23.1% | -12.8% |
| 3M | +20.2% | +11.5% | +8.7% | +16.2% |
| 6M | +44.9% | +6.9% | +38.0% | +41.2% |
| YTD | +94.4% | +10.8% | +83.6% | +86.5% |
| 1Y | +83.1% | +10.3% | +72.7% | +75.8% |
| 3Y | +132.2% | +12.4% | +119.7% | +114.6% |
| 5Y | +278.8% | -20.1% | +298.9% | +285.3% |
| 10Y | +354.2% | +116.8% | +237.3% | +200.6% |
| All | +1,067.6% | +317.2% | +750.4% | +532.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling