+199.0%
AMD vs PTC
+55.9%
+143.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.8% | +10.9% |
| 7D | -11.0% | -0.2% | -10.8% | -10.9% |
| 30D | -30.5% | +0.8% | -31.2% | -30.7% |
| 3M | -8.2% | +32.1% | -40.3% | -22.2% |
| 6M | +6.6% | +42.6% | -36.1% | -17.1% |
| YTD | +109.7% | +12.0% | +97.7% | +92.4% |
| 1Y | +88.9% | +12.2% | +76.8% | +72.8% |
| 3Y | +301.8% | +31.2% | +270.6% | +196.5% |
| All | +199.0% | +55.9% | +143.1% | +89.6% |
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