-66.5%
AMC vs TNA
+105.9%
-172.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | -2.4% |
| 7D | -6.8% | -3.6% | -3.2% | -5.6% |
| 30D | +1.7% | -10.1% | +11.7% | +5.5% |
| 3M | +26.8% | +2.7% | +24.1% | +24.3% |
| 6M | +117.7% | +38.4% | +79.3% | +92.9% |
| YTD | +57.7% | +45.4% | +12.3% | +36.4% |
| 1Y | -12.5% | +55.9% | -68.4% | -27.2% |
| All | -66.5% | +105.9% | -172.4% | -76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling