+54.7%
AME vs PTC
-2.9%
+57.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.6% |
| 7D | +0.6% | -10.3% | +10.9% | +2.7% |
| 30D | -6.7% | +1.1% | -7.8% | -7.2% |
| 3M | +4.1% | +1.6% | +2.5% | +3.2% |
| 6M | +1.6% | -13.5% | +15.0% | +5.4% |
| YTD | +16.1% | -19.1% | +35.2% | +23.0% |
| 1Y | +27.3% | -33.9% | +61.2% | +44.9% |
| All | +54.7% | -2.9% | +57.6% | +47.6% |
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