+100.6%
AMT vs PEG
+148.3%
-47.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -2.7% | -0.9% | -1.8% | -2.2% |
| 30D | +2.0% | -2.8% | +4.8% | +3.6% |
| 3M | -9.3% | -6.9% | -2.3% | -5.7% |
| 6M | -5.2% | -11.4% | +6.2% | +1.0% |
| YTD | +0.5% | -7.4% | +7.8% | +4.4% |
| 1Y | -7.3% | -8.3% | +1.0% | -3.4% |
| 3Y | +6.2% | +31.5% | -25.3% | -13.2% |
| 5Y | -31.2% | +38.0% | -69.1% | -45.5% |
| All | +100.6% | +148.3% | -47.8% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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