+38.9%
AMC vs TLN
+1.6%
+37.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.1% |
| 7D | +3.5% | +11.0% | -7.5% | +1.2% |
| 30D | +12.5% | +4.9% | +7.5% | +10.8% |
| 3M | +23.6% | +4.9% | +18.7% | +21.5% |
| 6M | +144.4% | +7.1% | +137.2% | +138.4% |
| YTD | +108.3% | +0.3% | +108.0% | +101.9% |
| 1Y | +38.9% | +5.9% | +33.0% | +34.4% |
| All | +38.9% | +1.6% | +37.3% | +34.4% |
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