+485.2%
AMT vs PBR
+1,864.5%
-1,379.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.8% |
| 7D | -0.2% | +2.5% | -2.6% | -0.7% |
| 30D | +1.8% | +19.4% | -17.5% | -1.8% |
| 3M | -6.2% | +20.8% | -27.0% | -9.9% |
| 6M | -5.0% | +23.5% | -28.5% | -9.5% |
| YTD | +2.1% | +83.4% | -81.3% | -10.3% |
| 1Y | -5.7% | +77.6% | -83.3% | -16.9% |
| 3Y | +7.9% | +99.9% | -91.9% | -9.0% |
| 5Y | -32.3% | +567.7% | -600.0% | -57.7% |
| 10Y | +95.0% | +621.5% | -526.5% | +2.2% |
| All | +485.2% | +1,864.5% | -1,379.3% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling