+1,311.4%
AMT vs PEG
+1,410.5%
-99.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -0.2% | +0.7% | -0.9% | -0.5% |
| 30D | +4.6% | -2.4% | +7.1% | +5.7% |
| 3M | -8.4% | -4.8% | -3.7% | -6.5% |
| 6M | -6.0% | -10.7% | +4.7% | -1.4% |
| YTD | +2.1% | -6.7% | +8.8% | +5.1% |
| 1Y | -6.4% | -6.8% | +0.5% | -3.9% |
| 3Y | +8.1% | +34.5% | -26.4% | -7.2% |
| 5Y | -31.9% | +35.8% | -67.7% | -41.8% |
| 10Y | +97.1% | +141.7% | -44.6% | +30.4% |
| All | +1,311.4% | +1,410.5% | -99.1% | +371.8% |
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