-98.8%
AMC vs PSLV
+142.8%
-241.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.6% |
| 7D | +3.5% | -6.3% | +9.8% | +3.8% |
| 30D | +12.5% | -12.7% | +25.1% | +13.0% |
| 3M | +23.6% | -24.7% | +48.3% | +24.7% |
| 6M | +144.4% | -44.6% | +189.0% | +148.0% |
| YTD | +108.3% | -33.3% | +141.6% | +110.4% |
| 1Y | +38.9% | -8.6% | +47.5% | +40.0% |
| 3Y | -58.9% | +108.2% | -167.0% | -58.6% |
| 5Y | -99.2% | +79.1% | -178.3% | -99.2% |
| All | -98.8% | +142.8% | -241.6% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling