+100.6%
AMT vs PNR
+66.6%
+34.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -2.7% | -5.5% | +2.8% | -1.1% |
| 30D | +2.0% | -15.6% | +17.6% | +7.1% |
| 3M | -9.3% | -20.2% | +10.9% | -3.9% |
| 6M | -5.2% | -36.6% | +31.4% | +7.2% |
| YTD | +0.5% | -45.0% | +45.4% | +18.4% |
| 1Y | -7.3% | -47.4% | +40.2% | +10.6% |
| 3Y | +6.2% | -13.7% | +19.9% | +4.5% |
| 5Y | -31.2% | -20.8% | -10.4% | -32.8% |
| All | +100.6% | +66.6% | +34.0% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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