-20.3%
AMT vs PINS
-58.9%
+38.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -2.5% |
| 7D | +0.5% | -2.1% | +2.6% | +0.6% |
| 30D | +13.6% | -6.6% | +20.3% | +13.9% |
| 3M | +11.5% | -18.7% | +30.2% | +12.5% |
| 6M | +6.9% | -10.4% | +17.3% | +7.3% |
| YTD | +10.8% | -26.8% | +37.6% | +12.3% |
| 1Y | +10.3% | -27.9% | +38.2% | +11.8% |
| 3Y | +12.4% | -38.7% | +51.1% | +12.4% |
| All | -20.3% | -58.9% | +38.6% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling