-98.1%
AMC vs PSLV
+173.6%
-271.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.4% |
| 7D | +2.3% | -0.6% | +3.0% | +2.3% |
| 30D | -0.7% | +7.3% | -8.0% | -0.9% |
| 3M | +35.2% | -7.4% | +42.6% | +35.5% |
| 6M | +124.6% | -20.3% | +144.9% | +125.1% |
| YTD | +69.9% | -8.2% | +78.1% | +69.8% |
| 1Y | -2.6% | +57.9% | -60.5% | -3.1% |
| 3Y | -79.8% | +162.1% | -241.8% | -79.9% |
| 5Y | -99.4% | +151.2% | -250.6% | -99.4% |
| 10Y | -98.9% | +191.7% | -290.5% | -98.9% |
| All | -98.1% | +173.6% | -271.7% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling