+556.5%
PTC vs AMBA
+837.3%
-280.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.3% | -5.9% |
| 7D | -10.3% | -11.0% | +0.7% | -8.3% |
| 30D | +1.1% | -23.2% | +24.3% | +6.0% |
| 3M | +1.6% | -12.7% | +14.3% | +1.3% |
| 6M | -13.5% | +11.2% | -24.7% | -19.0% |
| YTD | -19.1% | -11.2% | -7.8% | -21.3% |
| 1Y | -33.9% | -22.5% | -11.3% | -34.9% |
| 3Y | -3.9% | -1.3% | -2.6% | -14.6% |
| 5Y | +6.0% | -54.2% | +60.2% | +2.1% |
| 10Y | +223.7% | -6.1% | +229.9% | +150.1% |
| All | +556.5% | +837.3% | -280.7% | +232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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