-98.8%
AMC vs TDY
+437.5%
-536.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.9% |
| 7D | +8.4% | +9.4% | -1.0% | +1.6% |
| 30D | +9.2% | +5.9% | +3.2% | +4.7% |
| 3M | +32.0% | -5.7% | +37.7% | +37.3% |
| 6M | +149.3% | +2.4% | +146.8% | +138.9% |
| YTD | +114.1% | +26.8% | +87.3% | +70.6% |
| 1Y | +35.8% | +24.7% | +11.1% | +9.7% |
| 3Y | -58.3% | +69.2% | -127.5% | -74.8% |
| 5Y | -99.2% | +45.7% | -144.9% | -99.4% |
| All | -98.8% | +437.5% | -536.2% | -99.4% |
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