-98.9%
AMC vs TD
+295.4%
-394.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -2.6% |
| 7D | -0.8% | +0.9% | -1.6% | -1.7% |
| 30D | -1.2% | -0.7% | -0.5% | -0.9% |
| 3M | +42.2% | +6.3% | +36.0% | +32.3% |
| 6M | +118.8% | +27.9% | +90.9% | +70.8% |
| YTD | +64.1% | +29.8% | +34.3% | +25.5% |
| 1Y | -9.5% | +63.7% | -73.2% | -45.1% |
| 3Y | -64.3% | +128.3% | -192.7% | -84.9% |
| 5Y | -99.5% | +125.5% | -225.0% | -99.8% |
| 10Y | -98.9% | +296.7% | -395.6% | -99.7% |
| All | -98.9% | +295.4% | -394.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling