+431.3%
AME vs PTC
+315.4%
+116.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -4.1% | +1.3% | -5.4% | -4.5% |
| 30D | -4.1% | +1.1% | -5.2% | -4.4% |
| 3M | -5.6% | +30.1% | -35.8% | -14.7% |
| 6M | +2.8% | +34.0% | -31.2% | -9.0% |
| YTD | +16.6% | +12.8% | +3.8% | +8.8% |
| 1Y | +21.1% | +10.7% | +10.4% | +13.7% |
| 3Y | +61.1% | +29.6% | +31.4% | +39.6% |
| 5Y | +76.6% | +63.5% | +13.0% | +37.1% |
| 10Y | +431.3% | +316.7% | +114.6% | +189.3% |
| All | +431.3% | +315.4% | +116.0% | +189.3% |
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 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