+100.6%
AMT vs PTEN
-15.3%
+115.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -2.7% | +2.8% | -5.5% | -2.8% |
| 30D | +2.0% | +17.6% | -15.5% | +1.5% |
| 3M | -9.3% | +8.2% | -17.5% | -9.6% |
| 6M | -5.2% | +38.1% | -43.3% | -6.5% |
| YTD | +0.5% | +117.3% | -116.8% | -2.4% |
| 1Y | -7.3% | +146.1% | -153.4% | -10.4% |
| 3Y | +6.2% | -3.0% | +9.3% | +5.4% |
| 5Y | -31.2% | +93.5% | -124.6% | -33.9% |
| All | +100.6% | -15.3% | +115.8% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PTEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling