+142.4%
AMT vs PR
+86.0%
+56.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +1.0% |
| 7D | +1.5% | +6.0% | -4.5% | +1.5% |
| 30D | +6.8% | -4.2% | +11.0% | +6.8% |
| 3M | +11.2% | +10.0% | +1.2% | +11.2% |
| 6M | +12.5% | +15.6% | -3.1% | +12.4% |
| YTD | +12.5% | +68.2% | -55.7% | +12.4% |
| 1Y | +10.1% | +79.2% | -69.1% | +10.0% |
| 3Y | +16.0% | +94.9% | -78.9% | +15.8% |
| 5Y | -17.2% | +272.8% | -289.9% | -17.2% |
| All | +142.4% | +86.0% | +56.4% | +161.4% |
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