-14.7%
AMRZ vs PTC
-15.5%
+0.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +0.2% |
| 7D | -1.9% | -10.3% | +8.4% | -0.8% |
| 30D | -16.9% | +1.1% | -18.1% | -17.1% |
| 3M | -19.2% | +1.6% | -20.8% | -19.5% |
| 6M | -29.3% | -13.5% | -15.8% | -27.2% |
| YTD | -18.0% | -19.1% | +1.1% | -14.7% |
| 1Y | -15.1% | -33.9% | +18.8% | -8.5% |
| All | -14.7% | -15.5% | +0.8% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling