-98.8%
AMC vs PR
+62.9%
-161.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.9% | -7.6% | -11.1% |
| 7D | 0.0% | -16.5% | +16.5% | +5.0% |
| 30D | +4.4% | -4.5% | +8.9% | +5.4% |
| 3M | +15.4% | +8.5% | +6.8% | +11.4% |
| 6M | +93.7% | -3.3% | +97.0% | +91.5% |
| YTD | +97.4% | +55.7% | +41.7% | +67.6% |
| 1Y | +23.2% | +82.0% | -58.8% | -0.4% |
| 3Y | -71.3% | +62.5% | -133.7% | -76.9% |
| 5Y | -99.3% | +223.9% | -323.2% | -99.6% |
| All | -98.8% | +62.9% | -161.7% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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