+69.5%
AME vs PTC
+55.9%
+13.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.2% |
| 3M | -8.9% | +32.1% | -41.0% | -15.4% |
| 6M | -5.0% | +42.6% | -47.6% | -14.6% |
| YTD | +11.9% | +12.0% | -0.1% | +8.7% |
| 1Y | +16.6% | +12.2% | +4.5% | +13.2% |
| 3Y | +62.5% | +31.2% | +31.3% | +44.8% |
| All | +69.5% | +55.9% | +13.5% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling