-99.0%
AMC vs TDY
+472.2%
-571.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -7.1% | -1.9% | -5.2% | -5.8% |
| 30D | -1.7% | -12.5% | +10.8% | +8.0% |
| 3M | +13.5% | -0.8% | +14.3% | +11.8% |
| 6M | +112.6% | -9.0% | +121.6% | +122.3% |
| YTD | +51.3% | +16.8% | +34.5% | +28.2% |
| 1Y | -14.5% | +9.5% | -23.9% | -24.0% |
| 3Y | -67.1% | +45.4% | -112.5% | -77.5% |
| 5Y | -99.5% | +37.8% | -137.3% | -99.7% |
| All | -99.0% | +472.2% | -571.3% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling