+20.7%
AMT vs PINS
-19.7%
+40.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +0.4% | -6.2% | +6.5% | +1.0% |
| 30D | +3.7% | -10.9% | +14.6% | +4.7% |
| 3M | +10.7% | -19.5% | +30.2% | +12.7% |
| 6M | +9.3% | -10.4% | +19.6% | +9.9% |
| YTD | +10.9% | -26.4% | +37.3% | +13.1% |
| 1Y | +10.5% | -29.6% | +40.2% | +13.2% |
| 3Y | +15.5% | -39.0% | +54.6% | +16.3% |
| 5Y | -20.6% | -59.1% | +38.6% | -19.3% |
| All | +20.7% | -19.7% | +40.5% | -9.2% |
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