-2.6%
AMC vs TDY
+11.8%
-14.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.9% | +4.3% |
| 7D | +2.3% | -1.8% | +4.1% | +2.4% |
| 30D | -0.7% | -10.7% | +9.9% | -0.4% |
| 3M | +35.2% | -1.3% | +36.5% | +33.3% |
| 6M | +124.6% | -10.6% | +135.1% | +127.1% |
| YTD | +69.9% | +19.6% | +50.3% | +51.7% |
| 1Y | -2.6% | +11.6% | -14.2% | -11.2% |
| All | -2.6% | +11.8% | -14.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling