+40.2%
AMC vs TLN
-17.6%
+57.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -8.5% | +15.9% | +8.9% |
| 7D | +17.7% | -6.0% | +23.8% | +18.7% |
| 30D | +26.2% | -1.5% | +27.7% | +26.0% |
| 3M | +31.3% | -3.9% | +35.2% | +31.4% |
| 6M | +142.8% | -15.0% | +157.8% | +149.5% |
| YTD | +125.6% | -12.8% | +138.5% | +125.6% |
| 1Y | +40.2% | -17.3% | +57.6% | +42.2% |
| All | +40.2% | -17.6% | +57.8% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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