-80.6%
AMC vs TMF
-42.2%
-38.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.3% |
| 7D | +2.3% | -1.4% | +3.8% | +2.6% |
| 30D | -0.7% | -2.8% | +2.1% | -0.1% |
| 3M | +35.2% | -10.9% | +46.1% | +38.6% |
| 6M | +124.6% | -21.3% | +145.9% | +135.3% |
| YTD | +69.9% | -15.9% | +85.7% | +75.9% |
| 1Y | -2.6% | -15.7% | +13.2% | +1.0% |
| All | -80.6% | -42.2% | -38.4% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 3y: compounded portfolio wealth divided by compounded TMF 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…
3y analysis · Full analysis span regression · 6 months rolling