-14.5%
AMC vs PPG
-0.6%
-13.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.2% |
| 7D | -7.1% | -5.1% | -1.9% | -4.9% |
| 30D | -1.7% | -9.6% | +7.9% | +2.6% |
| 3M | +13.5% | -6.4% | +19.9% | +15.1% |
| 6M | +112.6% | +0.5% | +112.1% | +106.8% |
| YTD | +51.3% | +4.4% | +46.8% | +41.4% |
| 1Y | -14.5% | -0.9% | -13.6% | -15.5% |
| All | -14.5% | -0.6% | -13.9% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling