-98.1%
AMC vs PTC
+333.0%
-431.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.0% | +10.4% | +6.0% |
| 7D | +2.3% | -10.3% | +12.6% | +5.3% |
| 30D | -0.7% | +1.1% | -1.9% | -1.4% |
| 3M | +35.2% | +1.6% | +33.6% | +33.4% |
| 6M | +124.6% | -13.5% | +138.0% | +131.7% |
| YTD | +69.9% | -19.1% | +88.9% | +78.2% |
| 1Y | -2.6% | -33.9% | +31.3% | +7.8% |
| 3Y | -79.8% | -3.9% | -75.9% | -80.0% |
| 5Y | -99.4% | +6.0% | -105.4% | -99.4% |
| 10Y | -98.9% | +223.7% | -322.6% | -99.4% |
| All | -98.1% | +333.0% | -431.0% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling