+1,311.4%
AMT vs PNC
+964.0%
+347.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -0.2% | +1.4% | -1.6% | -0.6% |
| 30D | +4.6% | -3.8% | +8.5% | +5.8% |
| 3M | -8.4% | +9.0% | -17.5% | -11.0% |
| 6M | -6.0% | +16.6% | -22.7% | -10.6% |
| YTD | +2.1% | +20.4% | -18.3% | -4.1% |
| 1Y | -6.4% | +22.3% | -28.7% | -12.7% |
| 3Y | +8.1% | +124.5% | -116.5% | -18.3% |
| 5Y | -31.9% | +54.1% | -86.0% | -43.1% |
| 10Y | +97.1% | +276.3% | -179.2% | +16.2% |
| All | +1,311.4% | +964.0% | +347.4% | +350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling