-99.3%
AMC vs TMF
-88.0%
-11.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +2.6% | +1.2% | +1.4% | +2.4% |
| 30D | +9.0% | +19.7% | -10.7% | +6.4% |
| 3M | +22.2% | -2.1% | +24.3% | +22.5% |
| 6M | +91.5% | -13.4% | +104.9% | +94.9% |
| YTD | +101.3% | -16.7% | +118.0% | +105.7% |
| 1Y | +20.8% | -23.3% | +44.1% | +24.4% |
| 3Y | -71.3% | -24.8% | -46.5% | -70.5% |
| All | -99.3% | -88.0% | -11.3% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling