-99.4%
AMC vs TMF
-87.5%
-11.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.3% |
| 7D | +2.3% | -1.4% | +3.8% | +2.5% |
| 30D | -0.7% | -2.8% | +2.1% | -0.4% |
| 3M | +35.2% | -10.9% | +46.1% | +37.1% |
| 6M | +124.6% | -21.3% | +145.9% | +130.6% |
| YTD | +69.9% | -15.9% | +85.7% | +73.3% |
| 1Y | -2.6% | -15.7% | +13.2% | -0.6% |
| 3Y | -79.8% | -43.4% | -36.4% | -79.0% |
| All | -99.4% | -87.5% | -11.9% | -99.5% |
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