-7.3%
AMT vs PNR
-47.3%
+40.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | -2.7% | -5.5% | +2.8% | -2.0% |
| 30D | +2.0% | -15.6% | +17.6% | +4.2% |
| 3M | -9.3% | -20.2% | +10.9% | -7.4% |
| 6M | -5.2% | -36.6% | +31.4% | -0.3% |
| YTD | +0.5% | -45.0% | +45.4% | +8.2% |
| 1Y | -7.3% | -47.4% | +40.2% | -0.3% |
| All | -7.3% | -47.3% | +40.0% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling