-20.7%
PFE vs AMT
-31.6%
+10.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.0% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +10.2% | +4.6% | +5.6% | +8.8% |
| 3M | +12.7% | -8.4% | +21.1% | +15.1% |
| 6M | +10.5% | -6.0% | +16.6% | +11.9% |
| YTD | +20.2% | +2.1% | +18.0% | +18.6% |
| 1Y | +24.1% | -6.4% | +30.4% | +25.4% |
| 3Y | -3.6% | +8.1% | -11.6% | -7.5% |
| All | -20.7% | -31.6% | +10.9% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling