+93.6%
AMT vs PR
+109.1%
-15.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | -0.2% | +2.9% | -3.1% | -0.2% |
| 30D | +4.6% | +18.0% | -13.4% | +4.6% |
| 3M | -8.4% | +16.9% | -25.3% | -8.5% |
| 6M | -6.0% | +28.2% | -34.2% | -6.1% |
| YTD | +2.1% | +69.3% | -67.2% | +2.0% |
| 1Y | -6.4% | +69.5% | -75.9% | -6.5% |
| 3Y | +8.1% | +81.7% | -73.6% | +7.9% |
| 5Y | -31.9% | +422.2% | -454.2% | -31.7% |
| All | +93.6% | +109.1% | -15.4% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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