-98.6%
AMC vs PENG
+762.7%
-861.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.4% | -2.1% | +3.1% |
| 7D | +2.3% | +4.5% | -2.2% | +1.4% |
| 30D | -0.7% | -7.1% | +6.4% | +0.3% |
| 3M | +35.2% | -27.3% | +62.5% | +38.0% |
| 6M | +124.6% | +169.6% | -45.0% | +68.9% |
| YTD | +69.9% | +164.6% | -94.7% | +27.3% |
| 1Y | -2.6% | +109.5% | -112.0% | -23.9% |
| 3Y | -79.8% | +98.9% | -178.7% | -85.3% |
| 5Y | -99.4% | +116.3% | -215.7% | -99.6% |
| All | -98.6% | +762.7% | -861.2% | -99.2% |
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