+1,804.9%
AMT vs PFG
+960.1%
+844.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.2% |
| 7D | +0.5% | -0.6% | +1.2% | +0.7% |
| 30D | +13.6% | +2.0% | +11.6% | +12.8% |
| 3M | +11.5% | -3.2% | +14.6% | +12.2% |
| 6M | +6.9% | +10.9% | -4.0% | +3.6% |
| YTD | +10.8% | +28.8% | -18.0% | +2.5% |
| 1Y | +10.3% | +39.2% | -28.9% | -0.2% |
| 3Y | +12.4% | +75.0% | -62.6% | -6.6% |
| 5Y | -20.1% | +91.9% | -112.0% | -36.1% |
| 10Y | +116.8% | +202.3% | -85.5% | +39.5% |
| All | +1,804.9% | +960.1% | +844.8% | +620.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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