-97.7%
AMC vs PEG
+257.0%
-354.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +2.6% | -2.3% | +4.9% | +3.3% |
| 30D | +9.0% | +1.2% | +7.8% | +8.6% |
| 3M | +22.2% | -2.4% | +24.5% | +22.8% |
| 6M | +91.5% | -6.9% | +98.3% | +94.5% |
| YTD | +101.3% | -7.2% | +108.5% | +104.3% |
| 1Y | +20.8% | -8.9% | +29.6% | +23.2% |
| 3Y | -71.3% | +27.1% | -98.4% | -73.5% |
| 5Y | -99.2% | +33.8% | -133.0% | -99.3% |
| 10Y | -98.7% | +150.2% | -248.9% | -99.0% |
| All | -97.7% | +257.0% | -354.7% | -98.3% |
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