-98.1%
AMC vs TCOM
+71.9%
-170.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | +2.3% | -9.5% | +11.8% | +5.8% |
| 30D | -0.7% | -10.7% | +10.0% | +3.0% |
| 3M | +35.2% | -14.6% | +49.8% | +42.8% |
| 6M | +124.6% | -19.3% | +143.9% | +142.2% |
| YTD | +69.9% | -42.9% | +112.8% | +103.9% |
| 1Y | -2.6% | -43.8% | +41.2% | +17.4% |
| 3Y | -79.8% | +2.1% | -81.9% | -81.6% |
| 5Y | -99.4% | +31.2% | -130.6% | -99.5% |
| 10Y | -98.9% | -13.9% | -85.0% | -99.1% |
| All | -98.1% | +71.9% | -170.0% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling