+146.0%
PM vs AMC
-71.5%
+217.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.8% |
| 7D | -5.2% | +2.6% | -7.8% | -5.2% |
| 30D | +2.7% | +9.0% | -6.3% | +2.7% |
| 3M | +6.1% | +22.2% | -16.0% | +6.2% |
| 6M | +18.0% | +91.5% | -73.5% | +18.0% |
| YTD | +26.6% | +101.3% | -74.7% | +26.5% |
| 1Y | +36.7% | +20.8% | +15.9% | +37.2% |
| 3Y | +146.0% | -71.3% | +217.3% | +155.2% |
| All | +146.0% | -71.5% | +217.5% | +155.2% |
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