+106.2%
AMT vs PBR
+697.0%
-590.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.7% | +2.9% |
| 7D | +1.1% | +5.4% | -4.2% | +0.5% |
| 30D | +4.4% | +22.9% | -18.5% | +1.8% |
| 3M | -5.2% | +19.6% | -24.8% | -7.3% |
| 6M | -0.8% | +16.5% | -17.3% | -2.9% |
| YTD | +3.3% | +86.7% | -83.4% | -4.5% |
| 1Y | -6.0% | +74.7% | -80.7% | -12.6% |
| 3Y | +9.6% | +102.6% | -93.0% | -1.2% |
| 5Y | -29.2% | +566.6% | -595.8% | -47.3% |
| All | +106.2% | +697.0% | -590.8% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling