-98.7%
AMC vs PEG
+159.1%
-257.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.9% |
| 7D | +5.5% | +2.6% | +2.9% | +4.7% |
| 30D | +16.1% | +3.3% | +12.8% | +14.9% |
| 3M | +43.0% | +1.1% | +41.9% | +42.3% |
| 6M | +130.7% | -1.4% | +132.1% | +130.5% |
| YTD | +121.8% | -4.6% | +126.4% | +123.5% |
| 1Y | +40.7% | -7.2% | +47.9% | +43.1% |
| 3Y | -56.8% | +33.7% | -90.5% | -61.1% |
| 5Y | -99.1% | +40.8% | -139.9% | -99.2% |
| 10Y | -98.7% | +162.8% | -261.5% | -98.9% |
| All | -98.7% | +159.1% | -257.8% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling