-99.0%
AMC vs PPG
+28.9%
-127.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -2.4% |
| 7D | -6.8% | -3.7% | -3.1% | -4.4% |
| 30D | +1.7% | -7.2% | +8.9% | +6.7% |
| 3M | +26.8% | -7.3% | +34.1% | +31.5% |
| 6M | +117.7% | +0.3% | +117.4% | +114.0% |
| YTD | +57.7% | +6.5% | +51.2% | +48.0% |
| 1Y | -12.5% | +0.5% | -13.0% | -14.9% |
| 3Y | -65.7% | -15.3% | -50.4% | -63.1% |
| 5Y | -99.5% | -22.9% | -76.6% | -99.4% |
| All | -99.0% | +28.9% | -127.9% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling