-98.1%
AMC vs PENG
+705.8%
-803.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -9.1% | +16.4% | +9.1% |
| 7D | +17.7% | -20.5% | +38.2% | +22.3% |
| 30D | +26.2% | -20.4% | +46.5% | +30.1% |
| 3M | +31.3% | -16.4% | +47.8% | +33.2% |
| 6M | +142.8% | +49.2% | +93.5% | +105.3% |
| YTD | +125.6% | +147.2% | -21.5% | +68.4% |
| 1Y | +40.2% | +124.7% | -84.4% | +6.7% |
| 3Y | -67.2% | +230.3% | -297.4% | -78.7% |
| 5Y | -99.1% | +71.4% | -170.5% | -99.4% |
| All | -98.1% | +705.8% | -803.9% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling