+245.9%
AMT vs PBF
+278.8%
-33.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -0.4% |
| 7D | -2.4% | -4.0% | +1.6% | -2.2% |
| 30D | +4.2% | -18.0% | +22.2% | +5.1% |
| 3M | +13.4% | +0.9% | +12.5% | +12.9% |
| 6M | +9.4% | +65.7% | -56.3% | +5.7% |
| YTD | +11.7% | +161.9% | -150.2% | +4.3% |
| 1Y | +7.1% | +77.8% | -70.7% | +2.3% |
| 3Y | +15.1% | +74.9% | -59.8% | +8.3% |
| 5Y | -17.9% | +423.4% | -441.3% | -30.3% |
| 10Y | +133.5% | +255.2% | -121.6% | +77.7% |
| All | +245.9% | +278.8% | -33.0% | +145.5% |
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