-17.9%
AMT vs PR
+225.6%
-243.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | -0.2% |
| 7D | +4.4% | -16.5% | +20.9% | +5.1% |
| 30D | +17.7% | -4.5% | +22.2% | +17.9% |
| 3M | +16.7% | +8.5% | +8.1% | +16.1% |
| 6M | +11.1% | -3.3% | +14.5% | +11.1% |
| YTD | +13.9% | +55.7% | -41.8% | +11.4% |
| 1Y | +12.5% | +82.0% | -69.5% | +9.3% |
| 3Y | +13.2% | +62.5% | -49.3% | +9.3% |
| 5Y | -17.9% | +223.9% | -241.8% | -25.1% |
| All | -17.9% | +225.6% | -243.5% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling