+11.0%
AMT vs PINS
-15.2%
+26.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -0.2% | -5.2% | +5.1% | +0.3% |
| 30D | +1.8% | -14.9% | +16.8% | +3.4% |
| 3M | -6.2% | -8.4% | +2.2% | -5.6% |
| 6M | -5.0% | +0.6% | -5.6% | -5.4% |
| YTD | +2.1% | -22.2% | +24.3% | +3.7% |
| 1Y | -5.7% | -46.9% | +41.2% | -0.8% |
| 3Y | +7.9% | -26.9% | +34.8% | +6.2% |
| 5Y | -32.3% | -63.0% | +30.7% | -30.2% |
| All | +11.0% | -15.2% | +26.2% | -16.7% |
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