-97.5%
AMC vs PBF
+237.3%
-334.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -3.9% |
| 7D | -2.8% | -4.0% | +1.1% | -0.9% |
| 30D | +14.0% | -18.0% | +32.0% | +23.5% |
| 3M | +42.5% | +0.9% | +41.6% | +36.2% |
| 6M | +142.6% | +65.7% | +76.8% | +74.0% |
| YTD | +119.2% | +161.9% | -42.6% | +13.8% |
| 1Y | +40.7% | +77.8% | -37.1% | -11.7% |
| 3Y | -57.3% | +74.9% | -132.2% | -77.5% |
| 5Y | -99.1% | +423.4% | -522.5% | -99.8% |
| 10Y | -98.7% | +255.2% | -353.9% | -99.8% |
| All | -97.5% | +237.3% | -334.7% | -99.6% |
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