+38.9%
AMC vs PBF
+90.5%
-51.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.6% |
| 7D | +3.5% | +6.5% | -3.0% | +4.4% |
| 30D | +12.5% | -20.0% | +32.5% | +9.0% |
| 3M | +23.6% | -3.3% | +26.9% | +23.8% |
| 6M | +144.4% | +76.8% | +67.6% | +173.0% |
| YTD | +108.3% | +168.9% | -60.6% | +125.5% |
| 1Y | +38.9% | +96.4% | -57.5% | +60.7% |
| All | +38.9% | +90.5% | -51.6% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling