+116.1%
PG vs AMT
+109.6%
+6.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.7% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | +0.8% | +4.4% | -3.5% | -0.6% |
| 3M | -1.3% | -5.2% | +3.8% | +0.1% |
| 6M | -3.8% | -0.8% | -3.0% | -4.1% |
| YTD | +3.6% | +3.3% | +0.3% | +1.6% |
| 1Y | -5.7% | -6.0% | +0.3% | -4.7% |
| 3Y | +1.6% | +9.6% | -8.0% | -4.7% |
| 5Y | +14.6% | -29.2% | +43.9% | +24.7% |
| All | +116.1% | +109.6% | +6.5% | +65.7% |
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