-64.3%
AMC vs PSLV
+175.1%
-239.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.4% |
| 7D | -0.8% | +2.7% | -3.4% | -1.0% |
| 30D | -1.2% | +3.5% | -4.6% | -1.4% |
| 3M | +42.2% | +0.3% | +41.9% | +42.2% |
| 6M | +118.8% | -21.0% | +139.8% | +120.5% |
| YTD | +64.1% | -8.9% | +73.0% | +62.7% |
| 1Y | -9.5% | +54.0% | -63.5% | -13.2% |
| 3Y | -64.3% | +175.4% | -239.8% | -65.2% |
| All | -64.3% | +175.1% | -239.4% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling