-14.7%
AMRZ vs PTC
+5.5%
-20.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.8% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +15.1% | +0.8% | +14.3% | +15.0% |
| 3M | -18.1% | +32.1% | -50.2% | -18.9% |
| 6M | -23.5% | +42.6% | -66.1% | -25.0% |
| YTD | -21.6% | +12.0% | -33.6% | -19.4% |
| 1Y | -14.7% | +12.2% | -26.9% | -12.2% |
| All | -14.7% | +5.5% | -20.3% | -12.2% |
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