+94.2%
AMT vs PEGA
+191.9%
-97.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.2% | +3.3% | -3.5% | -0.7% |
| 30D | +4.6% | +17.7% | -13.1% | +2.0% |
| 3M | -8.4% | +5.8% | -14.2% | -9.7% |
| 6M | -6.0% | -20.3% | +14.2% | -3.6% |
| YTD | +2.1% | -37.1% | +39.3% | +7.8% |
| 1Y | -6.4% | -30.2% | +23.8% | -3.2% |
| 3Y | +8.1% | +48.1% | -40.1% | -8.8% |
| 5Y | -31.9% | -46.8% | +14.9% | -29.5% |
| All | +94.2% | +191.9% | -97.7% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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