+6.9%
AMT vs PINS
-12.7%
+19.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -2.0% |
| 7D | +0.5% | -2.1% | +2.6% | +0.9% |
| 30D | +13.6% | -6.6% | +20.3% | +14.3% |
| 3M | +11.5% | -18.7% | +30.2% | +15.2% |
| 6M | +6.9% | -10.4% | +17.3% | +8.3% |
| All | +6.9% | -12.7% | +19.7% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling