-98.9%
AMC vs TCOM
-9.7%
-89.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.9% |
| 7D | -0.8% | -7.6% | +6.8% | +2.4% |
| 30D | -1.2% | -12.2% | +11.1% | +4.0% |
| 3M | +42.2% | -14.2% | +56.4% | +51.3% |
| 6M | +118.8% | -25.0% | +143.8% | +146.1% |
| YTD | +64.1% | -43.7% | +107.8% | +104.3% |
| 1Y | -9.5% | -44.5% | +35.0% | +13.1% |
| 3Y | -64.3% | +13.4% | -77.8% | -70.3% |
| 5Y | -99.5% | +26.5% | -125.9% | -99.6% |
| 10Y | -98.9% | -10.3% | -88.6% | -99.2% |
| All | -98.9% | -9.7% | -89.2% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling