+12.6%
PG vs AMT
-32.2%
+44.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.4% | +1.5% | -4.8% | -3.7% |
| 30D | -2.6% | +3.7% | -6.3% | -3.5% |
| 3M | -3.3% | -7.2% | +3.9% | -1.8% |
| 6M | -6.7% | -4.2% | -2.6% | -6.1% |
| YTD | +1.7% | +1.9% | -0.1% | +0.8% |
| 1Y | -7.9% | -6.4% | -1.5% | -7.0% |
| 3Y | +0.9% | +7.7% | -6.8% | -2.1% |
| 5Y | +12.6% | -30.9% | +43.5% | +23.0% |
| All | +12.6% | -32.2% | +44.8% | +23.0% |
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