-71.3%
AMC vs PNR
+14.7%
-86.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.9% |
| 7D | +2.6% | +2.8% | -0.2% | +1.7% |
| 30D | +9.0% | +31.2% | -22.1% | -2.1% |
| 3M | +22.2% | -2.1% | +24.2% | +23.5% |
| 6M | +91.5% | -14.0% | +105.4% | +102.0% |
| YTD | +101.3% | -33.6% | +134.9% | +137.2% |
| 1Y | +20.8% | -35.2% | +56.0% | +43.9% |
| 3Y | -71.3% | +15.8% | -87.1% | -78.9% |
| All | -71.3% | +14.7% | -86.1% | -78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling