+7.7%
AMT vs PBF
+83.1%
-75.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.1% |
| 7D | -2.2% | +4.3% | -6.4% | -1.9% |
| 30D | +5.8% | -21.8% | +27.6% | +4.2% |
| 3M | +12.6% | +1.7% | +10.8% | +12.6% |
| 6M | +8.3% | +69.8% | -61.5% | +11.4% |
| YTD | +11.4% | +167.7% | -156.3% | +14.9% |
| 1Y | +7.7% | +89.0% | -81.2% | +13.6% |
| All | +7.7% | +83.1% | -75.3% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling