+216.3%
AMT vs PBF
+303.9%
-87.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -0.2% | +4.3% | -4.5% | -0.4% |
| 30D | +4.6% | +22.0% | -17.4% | +3.4% |
| 3M | -8.4% | +74.5% | -82.9% | -11.5% |
| 6M | -6.0% | +67.7% | -73.7% | -9.3% |
| YTD | +2.1% | +179.2% | -177.1% | -4.7% |
| 1Y | -6.4% | +170.0% | -176.4% | -12.7% |
| 3Y | +8.1% | +66.4% | -58.3% | +2.4% |
| 5Y | -31.9% | +764.5% | -796.4% | -44.4% |
| 10Y | +97.1% | +358.5% | -261.4% | +46.5% |
| All | +216.3% | +303.9% | -87.6% | +124.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling