+40.7%
AMC vs PEGA
-46.9%
+87.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.4% |
| 7D | +5.5% | -8.2% | +13.7% | +8.1% |
| 30D | +16.1% | -11.6% | +27.7% | +20.0% |
| 3M | +43.0% | -4.2% | +47.1% | +43.4% |
| 6M | +130.7% | -12.0% | +142.6% | +135.8% |
| YTD | +121.8% | -46.9% | +168.7% | +142.5% |
| 1Y | +40.7% | -47.0% | +87.6% | +53.7% |
| All | +40.7% | -46.9% | +87.5% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling