-99.0%
AMC vs PSLV
+189.7%
-288.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.2% | -3.9% |
| 7D | -7.1% | -4.9% | -2.2% | -7.0% |
| 30D | -1.7% | -1.9% | +0.2% | -1.6% |
| 3M | +13.5% | +4.2% | +9.3% | +13.4% |
| 6M | +112.6% | -27.6% | +140.2% | +113.2% |
| YTD | +51.3% | -11.7% | +63.0% | +51.5% |
| 1Y | -14.5% | +49.3% | -63.8% | -14.7% |
| 3Y | -67.1% | +167.1% | -234.3% | -67.1% |
| 5Y | -99.5% | +151.7% | -251.2% | -99.5% |
| All | -99.0% | +189.7% | -288.8% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PSLV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling