+26.8%
AME vs PTC
-38.1%
+64.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | -0.2% |
| 7D | +2.8% | -12.8% | +15.6% | +2.3% |
| 30D | -6.3% | -9.8% | +3.5% | -6.6% |
| 3M | +5.4% | -2.1% | +7.4% | +5.5% |
| 6M | +7.4% | -18.1% | +25.5% | +10.0% |
| YTD | +16.2% | -23.5% | +39.7% | +21.0% |
| 1Y | +26.8% | -37.4% | +64.2% | +42.2% |
| All | +26.8% | -38.1% | +64.9% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling