+25.2%
PBR vs AMC
+132.5%
-107.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -1.7% |
| 7D | +8.6% | +2.3% | +6.3% | +8.7% |
| 30D | +12.8% | -0.7% | +13.5% | +12.8% |
| 3M | +14.7% | +35.2% | -20.5% | +16.7% |
| 6M | +25.2% | +124.6% | -99.4% | +32.0% |
| All | +25.2% | +132.5% | -107.3% | +32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling