-18.7%
AMRZ vs PTC
+17.6%
-36.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -5.5% | +0.5% | -6.0% | -5.5% |
| 30D | +15.6% | +0.9% | +14.7% | +15.6% |
| 3M | -12.1% | +30.4% | -42.5% | -13.9% |
| 6M | -19.4% | +34.4% | -53.9% | -21.3% |
| YTD | -21.9% | +12.6% | -34.5% | -20.9% |
| 1Y | -15.0% | +10.2% | -25.2% | -13.7% |
| All | -18.7% | +17.6% | -36.3% | -17.6% |
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 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