+7.9%
AMT vs PNC
+133.3%
-125.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -0.2% | +2.3% | -2.4% | -0.5% |
| 30D | +1.8% | -3.8% | +5.7% | +2.4% |
| 3M | -6.2% | +7.8% | -14.0% | -7.3% |
| 6M | -5.0% | +19.7% | -24.7% | -7.4% |
| YTD | +2.1% | +19.1% | -17.1% | -1.0% |
| 1Y | -5.7% | +23.1% | -28.9% | -9.1% |
| 3Y | +7.9% | +132.1% | -124.2% | -24.4% |
| All | +7.9% | +133.3% | -125.4% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 3y: compounded portfolio wealth divided by compounded PNC 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…
3y analysis · Full analysis span regression · 6 months rolling