-99.2%
AMC vs PEG
+43.5%
-142.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.3% |
| 7D | +3.5% | +4.5% | -1.0% | +1.5% |
| 30D | +12.5% | +7.5% | +4.9% | +8.8% |
| 3M | +23.6% | +0.8% | +22.7% | +22.9% |
| 6M | +144.4% | 0.0% | +144.3% | +142.4% |
| YTD | +108.3% | -3.0% | +111.4% | +108.8% |
| 1Y | +38.9% | -4.7% | +43.6% | +40.5% |
| 3Y | -58.9% | +36.5% | -95.3% | -67.4% |
| All | -99.2% | +43.5% | -142.7% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling