+10.3%
AMT vs PEGA
-45.2%
+55.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -2.3% |
| 7D | +0.5% | -4.5% | +5.0% | +1.0% |
| 30D | +13.6% | -5.7% | +19.3% | +14.2% |
| 3M | +11.5% | +2.7% | +8.8% | +11.0% |
| 6M | +6.9% | -10.5% | +17.5% | +6.9% |
| YTD | +10.8% | -45.4% | +56.3% | +10.9% |
| 1Y | +10.3% | -44.7% | +55.1% | +10.2% |
| All | +10.3% | -45.2% | +55.5% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling