+1,454.7%
AMT vs PNR
+754.1%
+700.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +6.8% | +31.7% | -24.9% | -4.7% |
| 3M | +11.2% | +2.6% | +8.6% | +9.2% |
| 6M | +12.5% | -6.4% | +18.9% | +13.2% |
| YTD | +12.5% | -33.4% | +45.9% | +28.3% |
| 1Y | +10.1% | -35.1% | +45.2% | +26.7% |
| 3Y | +16.0% | +17.1% | -1.1% | +1.6% |
| 5Y | -17.2% | -3.5% | -13.6% | -23.1% |
| 10Y | +135.2% | +100.2% | +35.1% | +49.7% |
| All | +1,454.7% | +754.1% | +700.6% | +303.5% |
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