+14.3%
PFE vs AMT
+10.5%
+3.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -0.9% |
| 7D | -3.7% | +0.5% | -4.2% | -3.8% |
| 30D | +5.0% | +13.6% | -8.6% | +1.4% |
| 3M | +12.2% | +11.5% | +0.7% | +8.8% |
| 6M | +14.6% | +6.9% | +7.6% | +12.1% |
| YTD | +24.1% | +10.8% | +13.3% | +19.8% |
| 1Y | +26.6% | +10.3% | +16.2% | +22.3% |
| 3Y | +14.3% | +12.4% | +1.9% | +8.3% |
| All | +14.3% | +10.5% | +3.8% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling