-99.5%
AMC vs TNA
-21.0%
-78.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.7% |
| 7D | -0.8% | +4.1% | -4.8% | -2.8% |
| 30D | -1.2% | -7.6% | +6.5% | +2.9% |
| 3M | +42.2% | +8.1% | +34.1% | +34.6% |
| 6M | +118.8% | +49.0% | +69.8% | +75.5% |
| YTD | +64.1% | +51.7% | +12.4% | +28.6% |
| 1Y | -9.5% | +59.6% | -69.2% | -32.9% |
| 3Y | -64.3% | +118.9% | -183.2% | -82.4% |
| 5Y | -99.5% | -19.2% | -80.3% | -99.5% |
| All | -99.5% | -21.0% | -78.5% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling