+1,443.4%
AMT vs PEG
+1,436.4%
+6.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -2.4% | +1.5% | -3.8% | -3.0% |
| 30D | +4.2% | +5.0% | -0.8% | +1.9% |
| 3M | +13.4% | -0.3% | +13.7% | +13.4% |
| 6M | +9.4% | -2.7% | +12.0% | +10.5% |
| YTD | +11.7% | -5.1% | +16.8% | +13.9% |
| 1Y | +7.1% | -8.3% | +15.4% | +10.9% |
| 3Y | +15.1% | +33.0% | -18.0% | -0.8% |
| 5Y | -17.9% | +41.3% | -59.2% | -31.0% |
| 10Y | +133.5% | +164.5% | -31.0% | +48.7% |
| All | +1,443.4% | +1,436.4% | +6.9% | +411.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling