-99.1%
AMC vs TDY
+46.7%
-145.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.6% |
| 7D | -2.8% | +3.0% | -5.9% | -4.2% |
| 30D | +14.0% | +6.1% | +7.9% | +10.3% |
| 3M | +42.5% | -4.5% | +47.0% | +45.9% |
| 6M | +142.6% | +2.9% | +139.6% | +133.8% |
| YTD | +119.2% | +27.5% | +91.7% | +79.4% |
| 1Y | +40.7% | +26.5% | +14.3% | +15.9% |
| 3Y | -57.3% | +70.1% | -127.4% | -73.1% |
| 5Y | -99.1% | +46.8% | -145.9% | -99.4% |
| All | -99.1% | +46.7% | -145.9% | -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 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