+161.8%
AMT vs PFGC
+419.1%
-257.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | -0.2% | -2.2% | +2.0% | 0.0% |
| 30D | +4.6% | -11.9% | +16.6% | +6.1% |
| 3M | -8.4% | +5.0% | -13.5% | -9.0% |
| 6M | -6.0% | +8.6% | -14.6% | -7.1% |
| YTD | +2.1% | +9.7% | -7.6% | +0.7% |
| 1Y | -6.4% | -6.3% | -0.1% | -6.0% |
| 3Y | +8.1% | +58.2% | -50.2% | +1.3% |
| 5Y | -31.9% | +110.4% | -142.4% | -38.9% |
| 10Y | +97.1% | +272.8% | -175.6% | +65.7% |
| All | +161.8% | +419.1% | -257.3% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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