+95.0%
AMT vs PBF
+354.3%
-259.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.3% | -0.2% |
| 7D | -0.2% | +2.4% | -2.5% | -0.3% |
| 30D | +1.8% | +24.9% | -23.0% | +0.7% |
| 3M | -6.2% | +81.9% | -88.0% | -9.0% |
| 6M | -5.0% | +79.4% | -84.4% | -8.1% |
| YTD | +2.1% | +188.3% | -186.3% | -3.9% |
| 1Y | -5.7% | +177.3% | -183.0% | -11.4% |
| 3Y | +7.9% | +56.0% | -48.1% | +3.6% |
| 5Y | -32.3% | +804.0% | -836.4% | -43.4% |
| 10Y | +95.0% | +334.1% | -239.1% | +54.8% |
| All | +95.0% | +354.3% | -259.3% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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