-99.2%
AMC vs PBF
+441.3%
-540.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.6% | -2.5% |
| 7D | +8.4% | +4.3% | +4.2% | +8.1% |
| 30D | +9.2% | -21.8% | +31.0% | +10.7% |
| 3M | +32.0% | +1.7% | +30.3% | +31.1% |
| 6M | +149.3% | +69.8% | +79.5% | +137.1% |
| YTD | +114.1% | +167.7% | -53.6% | +89.8% |
| 1Y | +35.8% | +89.0% | -53.2% | +25.6% |
| 3Y | -58.3% | +78.8% | -137.1% | -62.6% |
| 5Y | -99.2% | +415.4% | -514.6% | -99.3% |
| All | -99.2% | +441.3% | -540.4% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling