-57.7%
AMC vs PEG
+34.2%
-91.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | +8.4% | +2.3% | +6.1% | +7.6% |
| 30D | +9.2% | +6.1% | +3.0% | +6.9% |
| 3M | +32.0% | -0.5% | +32.5% | +32.2% |
| 6M | +149.3% | -3.2% | +152.4% | +150.9% |
| YTD | +114.1% | -4.4% | +118.5% | +115.4% |
| 1Y | +35.8% | -7.4% | +43.2% | +38.9% |
| All | -57.7% | +34.2% | -91.9% | -71.1% |
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