-98.7%
AMC vs PEG
+161.7%
-260.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | -2.8% | +1.5% | -4.3% | -3.2% |
| 30D | +14.0% | +5.0% | +9.0% | +12.3% |
| 3M | +42.5% | -0.3% | +42.8% | +42.5% |
| 6M | +142.6% | -2.7% | +145.2% | +143.4% |
| YTD | +119.2% | -5.1% | +124.3% | +121.3% |
| 1Y | +40.7% | -8.3% | +49.0% | +43.7% |
| 3Y | -57.3% | +33.0% | -90.3% | -61.5% |
| 5Y | -99.1% | +41.3% | -140.4% | -99.2% |
| 10Y | -98.7% | +164.5% | -263.3% | -99.0% |
| All | -98.7% | +161.7% | -260.4% | -99.0% |
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