-98.7%
AMC vs PBF
+231.7%
-330.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +7.0% | +4.4% |
| 7D | +5.5% | -15.3% | +20.8% | +14.4% |
| 30D | +16.1% | -21.8% | +37.9% | +29.8% |
| 3M | +43.0% | -0.2% | +43.2% | +36.8% |
| 6M | +130.7% | +63.6% | +67.1% | +61.3% |
| YTD | +121.8% | +147.5% | -25.7% | +11.6% |
| 1Y | +40.7% | +69.8% | -29.2% | -13.5% |
| 3Y | -56.8% | +65.3% | -122.1% | -78.0% |
| 5Y | -99.1% | +393.4% | -492.5% | -99.9% |
| 10Y | -98.7% | +240.3% | -339.0% | -99.8% |
| All | -98.7% | +231.7% | -330.4% | -99.8% |
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