+12.4%
AMT vs PENG
+184.4%
-172.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +12.4% | -15.1% | -2.3% |
| 7D | +0.5% | -19.4% | +20.0% | +0.1% |
| 30D | +13.6% | -42.4% | +56.0% | +12.4% |
| 3M | +11.5% | -25.6% | +37.1% | +11.1% |
| 6M | +6.9% | +7.3% | -0.3% | +7.1% |
| YTD | +10.8% | +113.9% | -103.0% | +11.0% |
| 1Y | +10.3% | +93.6% | -83.2% | +10.3% |
| 3Y | +12.4% | +170.2% | -157.8% | +2.5% |
| All | +12.4% | +184.4% | -172.0% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 3y: compounded portfolio wealth divided by compounded PENG 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…
3y analysis · Full analysis span regression · 6 months rolling