-17.0%
AMRZ vs PTC
+16.7%
-33.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +14.4% | +0.8% | +13.6% | +14.3% |
| 3M | -19.2% | +39.6% | -58.7% | -21.4% |
| 6M | -19.7% | +41.5% | -61.2% | -22.4% |
| YTD | -20.2% | +11.7% | -31.9% | -19.2% |
| 1Y | -15.1% | +2.4% | -17.5% | -12.6% |
| All | -17.0% | +16.7% | -33.6% | -15.8% |
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