+1,311.4%
AMT vs PNR
+649.3%
+662.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.2% | -2.4% | +2.2% | +0.7% |
| 30D | +4.6% | -12.8% | +17.4% | +10.2% |
| 3M | -8.4% | -17.0% | +8.5% | -2.7% |
| 6M | -6.0% | -37.4% | +31.4% | +11.0% |
| YTD | +2.1% | -41.6% | +43.7% | +23.5% |
| 1Y | -6.4% | -44.6% | +38.2% | +15.3% |
| 3Y | +8.1% | -12.1% | +20.2% | +6.7% |
| 5Y | -31.9% | -17.4% | -14.5% | -32.5% |
| 10Y | +97.1% | +64.0% | +33.1% | +36.5% |
| All | +1,311.4% | +649.3% | +662.1% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling