+165.8%
PM vs AMC
-99.3%
+265.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | +5.2% | +22.2% | -17.0% | +5.1% |
| 6M | +17.0% | +91.5% | -74.5% | +16.5% |
| YTD | +25.5% | +101.3% | -75.8% | +24.9% |
| 1Y | +35.5% | +20.8% | +14.7% | +35.4% |
| 3Y | +143.9% | -71.3% | +215.2% | +145.2% |
| All | +165.8% | -99.3% | +265.1% | +163.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling