+297.0%
PM vs AMC
-98.1%
+395.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.0% |
| 7D | -4.9% | +2.3% | -7.2% | -4.9% |
| 30D | -3.4% | -0.7% | -2.6% | -3.4% |
| 3M | +5.2% | +35.2% | -30.0% | +4.9% |
| 6M | +3.7% | +124.6% | -120.9% | +3.0% |
| YTD | +15.8% | +69.9% | -54.1% | +15.2% |
| 1Y | +17.4% | -2.6% | +19.9% | +17.2% |
| 3Y | +116.9% | -79.8% | +196.7% | +117.7% |
| 5Y | +117.3% | -99.4% | +216.7% | +121.1% |
| 10Y | +193.8% | -98.9% | +292.6% | +184.5% |
| All | +297.0% | -98.1% | +395.1% | +235.4% |
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