-71.3%
AMC vs PEG
+25.9%
-97.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +2.6% | -2.3% | +4.9% | +3.4% |
| 30D | +9.0% | +1.2% | +7.8% | +8.5% |
| 3M | +22.2% | -2.4% | +24.5% | +23.2% |
| 6M | +91.5% | -6.9% | +98.3% | +95.7% |
| YTD | +101.3% | -7.2% | +108.5% | +104.6% |
| 1Y | +20.8% | -8.9% | +29.6% | +23.9% |
| 3Y | -71.3% | +27.1% | -98.4% | -80.4% |
| All | -71.3% | +25.9% | -97.3% | -80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling