-98.1%
AMC vs TD
+341.8%
-439.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +5.5% |
| 7D | +2.3% | +0.3% | +2.0% | +1.9% |
| 30D | -0.7% | +0.4% | -1.1% | -1.4% |
| 3M | +35.2% | +7.6% | +27.6% | +25.2% |
| 6M | +124.6% | +25.0% | +99.6% | +82.6% |
| YTD | +69.9% | +31.0% | +38.9% | +31.9% |
| 1Y | -2.6% | +65.2% | -67.8% | -38.8% |
| 3Y | -79.8% | +122.5% | -202.3% | -90.4% |
| 5Y | -99.4% | +124.8% | -224.2% | -99.7% |
| 10Y | -98.9% | +298.2% | -397.1% | -99.6% |
| All | -98.1% | +341.8% | -439.9% | -99.4% |
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