-98.1%
AMC vs PPG
+53.7%
-151.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.3% |
| 7D | +2.3% | -1.5% | +3.8% | +3.3% |
| 30D | -0.7% | -5.0% | +4.2% | +2.5% |
| 3M | +35.2% | +1.1% | +34.1% | +32.5% |
| 6M | +124.6% | -3.2% | +127.7% | +125.4% |
| YTD | +69.9% | +11.9% | +58.0% | +55.1% |
| 1Y | -2.6% | +5.3% | -7.9% | -7.9% |
| 3Y | -79.8% | -15.0% | -64.8% | -78.4% |
| 5Y | -99.4% | -19.6% | -79.8% | -99.3% |
| 10Y | -98.9% | +27.0% | -125.9% | -99.1% |
| All | -98.1% | +53.7% | -151.7% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling