+23.2%
AMC vs PENG
+73.0%
-49.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -23.0% | +10.5% | -10.2% |
| 7D | 0.0% | -36.7% | +36.7% | +4.0% |
| 30D | +4.4% | -42.0% | +46.4% | +9.2% |
| 3M | +15.4% | -33.2% | +48.6% | +19.0% |
| 6M | +93.7% | +2.1% | +91.6% | +66.3% |
| YTD | +97.4% | +90.3% | +7.1% | +37.5% |
| 1Y | +23.2% | +67.7% | -44.5% | -11.0% |
| All | +23.2% | +73.0% | -49.8% | -11.0% |
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