+331.1%
AMD vs PTC
-3.9%
+335.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.0% | +10.7% | +6.4% |
| 7D | +2.6% | -10.3% | +12.8% | +5.6% |
| 30D | -0.9% | +1.1% | -2.1% | -2.0% |
| 3M | -8.7% | +1.6% | -10.3% | -9.8% |
| 6M | +136.3% | -13.5% | +149.8% | +153.1% |
| YTD | +123.0% | -19.1% | +142.0% | +147.0% |
| 1Y | +195.2% | -33.9% | +229.0% | +274.3% |
| All | +331.1% | -3.9% | +335.0% | +286.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling