-98.7%
AMC vs PTC
+334.9%
-433.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +2.6% | -0.2% | +2.9% | +2.7% |
| 30D | +9.0% | +0.8% | +8.3% | +8.8% |
| 3M | +22.2% | +32.1% | -9.9% | +12.1% |
| 6M | +91.5% | +42.6% | +48.8% | +70.9% |
| YTD | +101.3% | +12.0% | +89.3% | +91.4% |
| 1Y | +20.8% | +12.2% | +8.6% | +14.8% |
| 3Y | -71.3% | +31.2% | -102.5% | -74.1% |
| 5Y | -99.2% | +54.9% | -154.1% | -99.4% |
| All | -98.7% | +334.9% | -433.7% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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