+40.2%
AMC vs PENG
+120.5%
-80.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -9.1% | +16.4% | +8.0% |
| 7D | +17.7% | -20.5% | +38.2% | +19.5% |
| 30D | +26.2% | -20.4% | +46.5% | +28.0% |
| 3M | +31.3% | -16.4% | +47.8% | +32.2% |
| 6M | +142.8% | +49.2% | +93.5% | +96.2% |
| YTD | +125.6% | +147.2% | -21.5% | +53.4% |
| 1Y | +40.2% | +124.7% | -84.4% | -2.0% |
| All | +40.2% | +120.5% | -80.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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