-67.9%
AMC vs PR
+69.4%
-137.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -6.5% | +13.9% | +7.5% |
| 7D | +17.7% | -12.1% | +29.8% | +18.2% |
| 30D | +26.2% | +0.9% | +25.3% | +25.7% |
| 3M | +31.3% | +10.1% | +21.2% | +29.8% |
| 6M | +142.8% | +1.1% | +141.6% | +141.9% |
| YTD | +125.6% | +63.7% | +62.0% | +103.9% |
| 1Y | +40.2% | +87.0% | -46.8% | +22.7% |
| All | -67.9% | +69.4% | -137.2% | -74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling