-97.7%
AMC vs TD
+347.7%
-445.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.4% |
| 7D | +2.6% | -1.7% | +4.3% | +4.6% |
| 30D | +9.0% | +8.2% | +0.8% | +2.4% |
| 3M | +22.2% | +1.7% | +20.5% | +20.6% |
| 6M | +91.5% | +14.2% | +77.2% | +68.8% |
| YTD | +101.3% | +32.8% | +68.5% | +55.3% |
| 1Y | +20.8% | +55.5% | -34.7% | -19.2% |
| 3Y | -71.3% | +129.6% | -201.0% | -86.8% |
| 5Y | -99.2% | +102.2% | -201.4% | -99.6% |
| 10Y | -98.7% | +306.3% | -405.0% | -99.6% |
| All | -97.7% | +347.7% | -445.4% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling