+99.9%
PBR vs AMC
-67.8%
+167.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +3.5% |
| 7D | +2.5% | -0.8% | +3.2% | +2.5% |
| 30D | +19.4% | -1.2% | +20.5% | +19.4% |
| 3M | +20.8% | +42.2% | -21.4% | +20.4% |
| 6M | +23.5% | +118.8% | -95.3% | +22.3% |
| YTD | +83.4% | +64.1% | +19.3% | +82.4% |
| 1Y | +77.6% | -9.5% | +87.1% | +78.7% |
| 3Y | +99.9% | -64.3% | +164.2% | +96.7% |
| All | +99.9% | -67.8% | +167.7% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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