+106.2%
AMT vs PPG
+26.9%
+79.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +1.1% | -6.2% | +7.4% | +3.2% |
| 30D | +4.4% | -7.9% | +12.3% | +7.0% |
| 3M | -5.2% | -10.2% | +5.1% | -2.4% |
| 6M | -0.8% | +2.7% | -3.5% | -3.0% |
| YTD | +3.3% | +4.9% | -1.6% | +0.1% |
| 1Y | -6.0% | -3.2% | -2.8% | -6.6% |
| 3Y | +9.6% | -17.0% | +26.6% | +13.4% |
| 5Y | -29.2% | -23.3% | -5.9% | -26.5% |
| All | +106.2% | +26.9% | +79.3% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling