+38.9%
AMC vs PNR
-35.8%
+74.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +3.5% | +0.3% | +3.2% | +3.5% |
| 30D | +12.5% | +31.7% | -19.3% | +2.6% |
| 3M | +23.6% | +2.6% | +20.9% | +23.4% |
| 6M | +144.4% | -6.4% | +150.7% | +145.4% |
| YTD | +108.3% | -33.4% | +141.8% | +139.4% |
| 1Y | +38.9% | -35.1% | +74.0% | +62.5% |
| All | +38.9% | -35.8% | +74.7% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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