+112.7%
AMT vs PR
+66.0%
+46.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.7% |
| 7D | +0.5% | -16.4% | +16.9% | +0.6% |
| 30D | +13.6% | -1.9% | +15.5% | +13.6% |
| 3M | +11.5% | +8.0% | +3.5% | +11.4% |
| 6M | +6.9% | +4.1% | +2.8% | +6.9% |
| YTD | +10.8% | +58.7% | -47.9% | +10.7% |
| 1Y | +10.3% | +75.8% | -65.5% | +10.2% |
| 3Y | +12.4% | +73.2% | -60.7% | +12.2% |
| 5Y | -20.1% | +230.1% | -250.2% | -20.2% |
| All | +112.7% | +66.0% | +46.6% | +122.3% |
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