+11,749.2%
AMD vs PTC
+8,822.5%
+2,926.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -15.5% | +0.1% | -15.6% | -15.5% |
| 30D | -22.6% | +1.5% | -24.1% | -23.0% |
| 3M | -5.7% | +37.8% | -43.5% | -17.9% |
| 6M | +43.1% | +41.2% | +1.9% | +20.7% |
| YTD | +128.2% | +12.0% | +116.2% | +106.7% |
| 1Y | +95.5% | +1.6% | +93.8% | +83.1% |
| 3Y | +335.4% | +32.3% | +303.1% | +272.8% |
| 5Y | +255.5% | +61.4% | +194.1% | +189.7% |
| 10Y | +7,350.9% | +343.4% | +7,007.5% | +4,327.9% |
| All | +11,749.2% | +8,822.5% | +2,926.7% | +1,903.4% |
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