+338.3%
PM vs AMC
-97.8%
+436.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -12.5% | +7.9% | -4.6% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +5.8% | +4.4% | +1.4% | +5.8% |
| 3M | +6.7% | +15.4% | -8.7% | +6.5% |
| 6M | +19.9% | +93.7% | -73.8% | +19.2% |
| YTD | +27.8% | +97.4% | -69.6% | +27.0% |
| 1Y | +39.4% | +23.2% | +16.2% | +39.0% |
| 3Y | +146.9% | -71.3% | +218.2% | +147.4% |
| 5Y | +166.6% | -99.3% | +265.9% | +170.9% |
| 10Y | +242.1% | -98.7% | +340.8% | +231.8% |
| All | +338.3% | -97.8% | +436.0% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling