+140.1%
AMT vs PR
+83.7%
+56.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -0.2% |
| 7D | -2.2% | +6.7% | -8.9% | -2.2% |
| 30D | +5.8% | -6.1% | +11.9% | +5.8% |
| 3M | +12.6% | +6.9% | +5.7% | +12.6% |
| 6M | +8.3% | +14.6% | -6.3% | +8.3% |
| YTD | +11.4% | +66.1% | -54.7% | +11.3% |
| 1Y | +7.7% | +77.0% | -69.3% | +7.6% |
| 3Y | +14.8% | +93.8% | -79.0% | +14.6% |
| 5Y | -18.0% | +268.2% | -286.2% | -18.0% |
| All | +140.1% | +83.7% | +56.4% | +158.9% |
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