+424.3%
AME vs PTC
+204.7%
+219.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +1.8% |
| 7D | +2.8% | -12.8% | +15.6% | +7.3% |
| 30D | -6.3% | -9.8% | +3.5% | -3.5% |
| 3M | +5.4% | -2.1% | +7.4% | +4.5% |
| 6M | +7.4% | -18.1% | +25.5% | +12.8% |
| YTD | +16.2% | -23.5% | +39.7% | +24.5% |
| 1Y | +26.8% | -37.4% | +64.2% | +46.0% |
| 3Y | +57.5% | -7.2% | +64.7% | +53.5% |
| 5Y | +84.8% | +2.7% | +82.2% | +69.3% |
| 10Y | +424.3% | +203.4% | +220.9% | +209.0% |
| All | +424.3% | +204.7% | +219.6% | +209.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling