+133.7%
AMT vs PEG
+159.1%
-25.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | +1.6% | +2.6% | -0.9% | +0.2% |
| 30D | +4.5% | +3.3% | +1.1% | +2.5% |
| 3M | +13.8% | +1.1% | +12.7% | +12.9% |
| 6M | +10.0% | -1.4% | +11.5% | +10.6% |
| YTD | +11.8% | -4.6% | +16.3% | +14.1% |
| 1Y | +10.2% | -7.2% | +17.4% | +14.2% |
| 3Y | +15.1% | +33.7% | -18.6% | -6.7% |
| 5Y | -18.8% | +40.8% | -59.7% | -36.4% |
| 10Y | +133.7% | +162.8% | -29.1% | +32.0% |
| All | +133.7% | +159.1% | -25.4% | +32.0% |
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