-98.8%
AMC vs PBF
+260.7%
-359.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.9% |
| 7D | +3.5% | +6.5% | -3.0% | 0.0% |
| 30D | +12.5% | -20.0% | +32.5% | +24.2% |
| 3M | +23.6% | -3.3% | +26.9% | +20.2% |
| 6M | +144.4% | +76.8% | +67.6% | +64.5% |
| YTD | +108.3% | +168.9% | -60.6% | +0.4% |
| 1Y | +38.9% | +96.4% | -57.5% | -21.0% |
| 3Y | -58.9% | +77.2% | -136.1% | -79.8% |
| 5Y | -99.2% | +417.7% | -516.9% | -99.9% |
| All | -98.8% | +260.7% | -359.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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