-97.7%
AMC vs PBF
+225.4%
-323.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.4% | -3.4% | -7.4% |
| 7D | +2.6% | -13.8% | +16.4% | +9.6% |
| 30D | +9.0% | -19.6% | +28.6% | +19.0% |
| 3M | +22.2% | +10.3% | +11.9% | +11.5% |
| 6M | +91.5% | +63.4% | +28.0% | +38.2% |
| YTD | +101.3% | +152.6% | -51.3% | +6.4% |
| 1Y | +20.8% | +87.4% | -66.6% | -26.4% |
| 3Y | -71.3% | +63.3% | -134.6% | -84.3% |
| 5Y | -99.2% | +412.5% | -511.7% | -99.9% |
| 10Y | -98.7% | +282.5% | -381.2% | -99.8% |
| All | -97.7% | +225.4% | -323.1% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling