-97.7%
AMC vs TMF
-66.3%
-31.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.6% | -13.1% | -12.5% |
| 7D | 0.0% | +2.7% | -2.7% | +0.2% |
| 30D | +4.4% | +19.3% | -14.9% | +5.9% |
| 3M | +15.4% | -3.7% | +19.0% | +15.0% |
| 6M | +93.7% | -11.3% | +105.0% | +91.6% |
| YTD | +97.4% | -16.6% | +114.0% | +94.1% |
| 1Y | +23.2% | -21.1% | +44.3% | +20.4% |
| 3Y | -71.3% | -26.8% | -44.4% | -71.8% |
| 5Y | -99.3% | -88.0% | -11.2% | -99.5% |
| 10Y | -98.7% | -84.7% | -14.0% | -99.0% |
| All | -97.7% | -66.3% | -31.5% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling