+184.1%
AMT vs PFGC
+465.8%
-281.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.4% |
| 7D | +0.5% | +8.5% | -8.0% | -0.5% |
| 30D | +13.6% | +15.0% | -1.4% | +11.7% |
| 3M | +11.5% | -6.2% | +17.6% | +12.1% |
| 6M | +6.9% | +15.7% | -8.8% | +4.9% |
| YTD | +10.8% | +19.6% | -8.7% | +8.1% |
| 1Y | +10.3% | +13.2% | -2.9% | +8.3% |
| 3Y | +12.4% | +77.0% | -64.5% | +3.9% |
| 5Y | -20.1% | +121.5% | -141.5% | -28.7% |
| 10Y | +116.8% | +354.5% | -237.7% | +77.4% |
| All | +184.1% | +465.8% | -281.7% | +123.2% |
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