+62.5%
AME vs PTC
+32.2%
+30.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | -5.2% | -0.2% | -4.9% | -5.1% |
| 30D | -8.0% | +0.8% | -8.8% | -8.1% |
| 3M | -8.9% | +32.1% | -41.0% | -12.8% |
| 6M | -5.0% | +42.6% | -47.6% | -11.0% |
| YTD | +11.9% | +12.0% | -0.1% | +12.9% |
| 1Y | +16.6% | +12.2% | +4.5% | +17.5% |
| 3Y | +62.5% | +31.2% | +31.3% | +41.2% |
| All | +62.5% | +32.2% | +30.3% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling