+95.5%
AMD vs PTC
+0.1%
+95.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.1% |
| 7D | -15.5% | +0.1% | -15.6% | -15.5% |
| 30D | -22.6% | +1.5% | -24.1% | -22.4% |
| 3M | -5.7% | +37.8% | -43.5% | +0.8% |
| 6M | +43.1% | +41.2% | +1.9% | +60.7% |
| YTD | +128.2% | +12.0% | +116.2% | +171.8% |
| 1Y | +95.5% | +1.6% | +93.8% | +147.3% |
| All | +95.5% | +0.1% | +95.4% | +147.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling