+735.4%
PG vs AMT
+1,454.7%
-719.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | +2.7% | +1.5% | +1.2% | +2.5% |
| 30D | +9.2% | +6.8% | +2.4% | +8.6% |
| 3M | +18.5% | +11.2% | +7.3% | +17.4% |
| 6M | +21.1% | +12.5% | +8.6% | +19.7% |
| YTD | +21.9% | +12.5% | +9.4% | +20.5% |
| 1Y | +18.1% | +10.1% | +8.0% | +16.9% |
| 3Y | +20.6% | +16.0% | +4.5% | +18.5% |
| 5Y | +31.8% | -17.2% | +48.9% | +32.5% |
| 10Y | +166.5% | +135.2% | +31.2% | +151.5% |
| All | +735.4% | +1,454.7% | -719.3% | +566.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling