-97.5%
AMC vs PPG
+70.9%
-168.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +5.5% | +3.2% | +2.3% | +3.8% |
| 30D | +16.1% | +20.4% | -4.3% | +3.7% |
| 3M | +43.0% | +8.4% | +34.6% | +36.4% |
| 6M | +130.7% | +15.6% | +115.0% | +109.1% |
| YTD | +121.8% | +24.4% | +97.4% | +90.2% |
| 1Y | +40.7% | +32.9% | +7.8% | +15.6% |
| 3Y | -56.8% | +3.7% | -60.5% | -59.1% |
| 5Y | -99.1% | -13.7% | -85.4% | -99.0% |
| 10Y | -98.7% | +55.5% | -154.1% | -99.1% |
| All | -97.5% | +70.9% | -168.4% | -98.3% |
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