-98.7%
AMC vs PBF
+299.9%
-398.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.4% | +4.9% | +6.6% |
| 7D | +6.6% | -7.4% | +13.9% | +10.7% |
| 30D | +14.1% | -17.5% | +31.6% | +24.4% |
| 3M | +31.3% | +13.1% | +18.2% | +17.5% |
| 6M | +126.7% | +72.6% | +54.0% | +54.6% |
| YTD | +117.9% | +161.2% | -43.2% | +7.0% |
| 1Y | +41.1% | +93.3% | -52.3% | -19.1% |
| 3Y | -61.0% | +80.7% | -141.6% | -81.1% |
| 5Y | -99.1% | +396.1% | -495.2% | -99.9% |
| 10Y | -98.7% | +252.3% | -351.0% | -99.9% |
| All | -98.7% | +299.9% | -398.6% | -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