-98.1%
AMC vs PEG
+259.1%
-357.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.5% | +4.4% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | -0.7% | -2.4% | +1.7% | -0.1% |
| 3M | +35.2% | -4.8% | +40.0% | +36.8% |
| 6M | +124.6% | -10.7% | +135.3% | +131.1% |
| YTD | +69.9% | -6.7% | +76.5% | +72.3% |
| 1Y | -2.6% | -6.8% | +4.3% | -1.3% |
| 3Y | -79.8% | +34.5% | -114.3% | -81.6% |
| 5Y | -99.4% | +35.8% | -135.2% | -99.5% |
| 10Y | -98.9% | +141.7% | -240.6% | -99.1% |
| All | -98.1% | +259.1% | -357.2% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling