-98.7%
AMC vs PR
+169.5%
-268.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.8% |
| 7D | +2.3% | +2.9% | -0.6% | +1.5% |
| 30D | -0.7% | +18.0% | -18.8% | -5.6% |
| 3M | +35.2% | +16.9% | +18.3% | +28.1% |
| 6M | +124.6% | +28.2% | +96.4% | +104.8% |
| YTD | +69.9% | +69.3% | +0.5% | +42.2% |
| 1Y | -2.6% | +69.5% | -72.1% | -19.2% |
| 3Y | -79.8% | +81.7% | -161.5% | -84.1% |
| 5Y | -99.4% | +422.2% | -521.6% | -99.7% |
| 10Y | -98.9% | +110.4% | -209.2% | -99.6% |
| All | -98.7% | +169.5% | -268.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling