-98.7%
AMC vs PBF
+276.6%
-375.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +2.8% |
| 7D | +2.6% | -13.8% | +16.4% | +10.2% |
| 30D | +9.0% | -19.6% | +28.6% | +19.8% |
| 3M | +22.2% | +10.3% | +11.9% | +10.7% |
| 6M | +91.5% | +63.4% | +28.0% | +34.4% |
| YTD | +101.3% | +152.6% | -51.3% | +0.6% |
| 1Y | +20.8% | +87.4% | -66.6% | -29.6% |
| 3Y | -71.3% | +63.3% | -134.6% | -85.2% |
| 5Y | -99.2% | +412.5% | -511.7% | -99.9% |
| All | -98.7% | +276.6% | -375.4% | -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