-98.9%
AMC vs PBF
+345.4%
-444.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +5.0% |
| 7D | +2.3% | +4.3% | -2.0% | +0.1% |
| 30D | -0.7% | +22.0% | -22.7% | -11.6% |
| 3M | +35.2% | +74.5% | -39.3% | -3.9% |
| 6M | +124.6% | +67.7% | +56.9% | +52.2% |
| YTD | +69.9% | +179.2% | -109.3% | -16.0% |
| 1Y | -2.6% | +170.0% | -172.6% | -53.4% |
| 3Y | -79.8% | +66.4% | -146.2% | -89.4% |
| 5Y | -99.4% | +764.5% | -863.9% | -99.9% |
| All | -98.9% | +345.4% | -444.3% | -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