+1.9%
PLD vs AMT
-20.6%
+22.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | +0.8% | +3.7% | -2.9% | -1.2% |
| 3M | -6.1% | +10.7% | -16.8% | -11.2% |
| 6M | -8.0% | +9.3% | -17.3% | -13.2% |
| YTD | +4.7% | +10.9% | -6.3% | -2.8% |
| 1Y | +7.2% | +10.5% | -3.3% | -0.4% |
| 3Y | +39.2% | +15.5% | +23.7% | +19.4% |
| 5Y | +1.9% | -20.6% | +22.5% | +9.7% |
| All | +1.9% | -20.6% | +22.5% | +9.7% |
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 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