-56.8%
AMC vs PBF
+69.3%
-126.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +7.0% | +1.8% |
| 7D | +5.5% | -15.3% | +20.8% | +5.4% |
| 30D | +16.1% | -21.8% | +37.9% | +16.0% |
| 3M | +43.0% | -0.2% | +43.2% | +42.6% |
| 6M | +130.7% | +63.6% | +67.1% | +128.4% |
| YTD | +121.8% | +147.5% | -25.7% | +108.6% |
| 1Y | +40.7% | +69.8% | -29.2% | +37.3% |
| 3Y | -56.8% | +65.3% | -122.1% | -61.5% |
| All | -56.8% | +69.3% | -126.1% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling