+35.8%
PFE vs AMT
+96.2%
-60.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -0.9% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +10.2% | +4.6% | +5.6% | +8.7% |
| 3M | +12.7% | -8.4% | +21.1% | +15.4% |
| 6M | +10.5% | -6.0% | +16.6% | +12.0% |
| YTD | +20.2% | +2.1% | +18.0% | +18.5% |
| 1Y | +24.1% | -6.4% | +30.4% | +25.5% |
| 3Y | -3.6% | +8.1% | -11.6% | -8.1% |
| 5Y | -20.9% | -31.9% | +11.1% | -14.1% |
| All | +35.8% | +96.2% | -60.4% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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