-99.3%
AMC vs PENG
+31.0%
-130.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -23.0% | +10.5% | -7.0% |
| 7D | 0.0% | -36.7% | +36.7% | +10.5% |
| 30D | +4.4% | -42.0% | +46.4% | +16.7% |
| 3M | +15.4% | -33.2% | +48.6% | +23.4% |
| 6M | +93.7% | +2.1% | +91.6% | +67.2% |
| YTD | +97.4% | +90.3% | +7.1% | +36.9% |
| 1Y | +23.2% | +67.7% | -44.5% | -11.3% |
| 3Y | -71.3% | +154.2% | -225.5% | -85.1% |
| 5Y | -99.3% | +28.3% | -127.6% | -99.5% |
| All | -99.3% | +31.0% | -130.3% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling