-94.2%
AMC vs TLN
+583.6%
-677.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.8% | +0.6% | +3.9% |
| 7D | +2.3% | +7.1% | -4.7% | +1.5% |
| 30D | -0.7% | -3.9% | +3.1% | -0.4% |
| 3M | +35.2% | -16.2% | +51.4% | +38.0% |
| 6M | +124.6% | -5.8% | +130.4% | +125.8% |
| YTD | +69.9% | -15.4% | +85.3% | +72.1% |
| 1Y | -2.6% | -16.7% | +14.1% | -1.4% |
| 3Y | -79.8% | +473.8% | -553.5% | -77.0% |
| All | -94.2% | +583.6% | -677.7% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling