-98.7%
AMC vs TNA
+55.3%
-154.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.8% | -2.4% |
| 7D | -2.8% | -2.1% | -0.7% | -1.7% |
| 30D | +14.0% | +3.1% | +10.9% | +12.6% |
| 3M | +42.5% | -20.2% | +62.7% | +58.3% |
| 6M | +142.6% | -10.0% | +152.6% | +151.5% |
| YTD | +119.2% | +30.3% | +88.9% | +88.2% |
| 1Y | +40.7% | +31.1% | +9.6% | +19.8% |
| 3Y | -57.3% | +149.4% | -206.7% | -77.9% |
| 5Y | -99.1% | -42.5% | -56.7% | -99.1% |
| 10Y | -98.7% | +46.7% | -145.4% | -99.4% |
| All | -98.7% | +55.3% | -154.0% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling