-99.2%
AMC vs TCOM
+40.6%
-139.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | +3.5% | -1.8% | +5.3% | +4.1% |
| 30D | +12.5% | +12.1% | +0.4% | +7.9% |
| 3M | +23.6% | -3.2% | +26.8% | +24.9% |
| 6M | +144.4% | -16.6% | +161.0% | +159.8% |
| YTD | +108.3% | -39.4% | +147.7% | +143.8% |
| 1Y | +38.9% | -41.5% | +80.4% | +64.2% |
| 3Y | -58.9% | +24.4% | -83.2% | -66.4% |
| All | -99.2% | +40.6% | -139.8% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling