+21.2%
AMT vs PINS
-19.5%
+40.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | -2.2% | -3.4% | +1.2% | -1.8% |
| 30D | +5.8% | -14.5% | +20.3% | +7.2% |
| 3M | +12.6% | -16.5% | +29.1% | +14.2% |
| 6M | +8.3% | -7.0% | +15.3% | +8.6% |
| YTD | +11.4% | -26.1% | +37.6% | +13.6% |
| 1Y | +7.7% | -30.0% | +37.7% | +10.3% |
| 3Y | +14.8% | -38.5% | +53.3% | +15.5% |
| 5Y | -18.0% | -58.4% | +40.4% | -16.8% |
| All | +21.2% | -19.5% | +40.7% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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