-98.8%
AMC vs TCOM
+5.0%
-103.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | +8.4% | -1.4% | +9.8% | +9.0% |
| 30D | +9.2% | +11.5% | -2.4% | +4.3% |
| 3M | +32.0% | -5.2% | +37.2% | +34.8% |
| 6M | +149.3% | -16.9% | +166.2% | +168.7% |
| YTD | +114.1% | -39.9% | +154.0% | +159.7% |
| 1Y | +35.8% | -42.1% | +77.8% | +66.8% |
| 3Y | -58.3% | +28.0% | -86.3% | -67.0% |
| 5Y | -99.2% | +40.4% | -139.5% | -99.4% |
| All | -98.8% | +5.0% | -103.7% | -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