-98.1%
AMC vs PNR
+51.8%
-149.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.1% |
| 7D | +2.3% | -2.4% | +4.7% | +4.0% |
| 30D | -0.7% | -12.8% | +12.0% | +9.1% |
| 3M | +35.2% | -17.0% | +52.2% | +50.2% |
| 6M | +124.6% | -37.4% | +162.0% | +205.6% |
| YTD | +69.9% | -41.6% | +111.5% | +141.0% |
| 1Y | -2.6% | -44.6% | +42.1% | +43.3% |
| 3Y | -79.8% | -12.1% | -67.6% | -80.0% |
| 5Y | -99.4% | -17.4% | -82.0% | -99.4% |
| 10Y | -98.9% | +64.0% | -162.9% | -99.3% |
| All | -98.1% | +51.8% | -149.9% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling