-99.5%
AMC vs PPG
-18.4%
-81.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -1.7% |
| 7D | -0.8% | 0.0% | -0.8% | -0.7% |
| 30D | -1.2% | -7.8% | +6.6% | +4.6% |
| 3M | +42.2% | -2.2% | +44.4% | +42.2% |
| 6M | +118.8% | +4.1% | +114.7% | +108.2% |
| YTD | +64.1% | +9.1% | +55.0% | +49.5% |
| 1Y | -9.5% | +1.0% | -10.5% | -13.0% |
| 3Y | -64.3% | -13.3% | -51.1% | -61.8% |
| 5Y | -99.5% | -19.2% | -80.3% | -99.5% |
| All | -99.5% | -18.4% | -81.1% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling