-99.5%
AMC vs TDY
+36.7%
-136.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -2.9% |
| 7D | -0.8% | -0.9% | +0.1% | -0.3% |
| 30D | -1.2% | -12.5% | +11.3% | +6.2% |
| 3M | +42.2% | -1.2% | +43.4% | +40.4% |
| 6M | +118.8% | -6.6% | +125.4% | +123.1% |
| YTD | +64.1% | +18.5% | +45.6% | +40.6% |
| 1Y | -9.5% | +10.8% | -20.3% | -19.0% |
| 3Y | -64.3% | +47.5% | -111.8% | -74.8% |
| 5Y | -99.5% | +35.8% | -135.3% | -99.6% |
| All | -99.5% | +36.7% | -136.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling