+124.6%
AMC vs TCOM
-20.4%
+145.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +5.2% |
| 7D | +2.3% | -9.5% | +11.8% | +12.5% |
| 30D | -0.7% | -10.7% | +10.0% | +10.0% |
| 3M | +35.2% | -14.6% | +49.8% | +53.5% |
| 6M | +124.6% | -19.3% | +143.9% | +169.0% |
| All | +124.6% | -20.4% | +145.0% | +169.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling