-92.7%
AMC vs TLN
+733.8%
-826.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.6% |
| 7D | +8.4% | +22.3% | -13.8% | +5.8% |
| 30D | +9.2% | +1.2% | +8.0% | +8.7% |
| 3M | +32.0% | +5.9% | +26.1% | +30.5% |
| 6M | +149.3% | +3.2% | +146.0% | +146.8% |
| YTD | +114.1% | +3.2% | +110.9% | +111.2% |
| 1Y | +35.8% | +5.2% | +30.6% | +33.7% |
| 3Y | -58.3% | +606.3% | -664.6% | -53.2% |
| All | -92.7% | +733.8% | -826.5% | -92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling