-99.4%
AMC vs TD
+124.9%
-224.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +5.6% |
| 7D | +2.3% | +0.3% | +2.0% | +1.9% |
| 30D | -0.7% | +0.4% | -1.1% | -1.5% |
| 3M | +35.2% | +7.6% | +27.6% | +23.3% |
| 6M | +124.6% | +25.0% | +99.6% | +75.1% |
| YTD | +69.9% | +31.0% | +38.9% | +25.3% |
| 1Y | -2.6% | +65.2% | -67.8% | -44.6% |
| 3Y | -79.8% | +122.5% | -202.3% | -92.1% |
| All | -99.4% | +124.9% | -224.4% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling