-99.1%
AMC vs PTC
+61.7%
-160.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.6% |
| 7D | +5.5% | +1.3% | +4.2% | +4.9% |
| 30D | +16.1% | +1.1% | +15.0% | +15.6% |
| 3M | +43.0% | +30.1% | +12.8% | +22.5% |
| 6M | +130.7% | +34.0% | +96.6% | +91.9% |
| YTD | +121.8% | +12.8% | +109.0% | +103.1% |
| 1Y | +40.7% | +10.7% | +29.9% | +30.3% |
| 3Y | -56.8% | +29.6% | -86.4% | -67.3% |
| 5Y | -99.1% | +63.5% | -162.6% | -99.4% |
| All | -99.1% | +61.7% | -160.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling