+20.8%
AMC vs PENG
+88.9%
-68.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.4% | -10.4% | +0.7% |
| 7D | +2.6% | -19.4% | +22.1% | +4.4% |
| 30D | +9.0% | -42.4% | +51.4% | +13.8% |
| 3M | +22.2% | -25.6% | +47.8% | +24.5% |
| 6M | +91.5% | +7.3% | +84.2% | +65.0% |
| YTD | +101.3% | +113.9% | -12.6% | +36.4% |
| 1Y | +20.8% | +93.6% | -72.8% | -15.4% |
| All | +20.8% | +88.9% | -68.2% | -15.4% |
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