-97.7%
AMC vs PTC
+497.5%
-595.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.3% | -12.2% | -12.4% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +4.4% | +0.8% | +3.6% | +4.2% |
| 3M | +15.4% | +39.6% | -24.2% | +3.7% |
| 6M | +93.7% | +41.5% | +52.2% | +72.5% |
| YTD | +97.4% | +11.7% | +85.7% | +87.4% |
| 1Y | +23.2% | +2.4% | +20.8% | +19.5% |
| 3Y | -71.3% | +31.9% | -103.2% | -74.3% |
| 5Y | -99.3% | +54.5% | -153.8% | -99.4% |
| 10Y | -98.7% | +342.1% | -440.8% | -99.4% |
| All | -97.7% | +497.5% | -595.2% | -99.0% |
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