+1,433.3%
AMT vs PEGA
+520.4%
+912.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.6% |
| 7D | +0.4% | -10.0% | +10.3% | +1.6% |
| 30D | +3.7% | -12.7% | +16.4% | +5.3% |
| 3M | +10.7% | -4.6% | +15.3% | +11.1% |
| 6M | +9.3% | -13.1% | +22.3% | +10.4% |
| YTD | +10.9% | -47.6% | +58.5% | +18.2% |
| 1Y | +10.5% | -47.0% | +57.5% | +17.5% |
| 3Y | +15.5% | +42.0% | -26.5% | +4.8% |
| 5Y | -20.6% | -47.8% | +27.3% | -20.8% |
| 10Y | +124.5% | +92.0% | +32.6% | +89.0% |
| All | +1,433.3% | +520.4% | +912.9% | +692.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling