-97.5%
AMC vs TNA
+80.2%
-177.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.6% | -1.3% | +4.0% |
| 7D | +6.6% | +2.3% | +4.3% | +5.8% |
| 30D | +14.1% | +1.4% | +12.7% | +13.7% |
| 3M | +31.3% | -21.1% | +52.4% | +46.0% |
| 6M | +126.7% | -9.4% | +136.0% | +134.2% |
| YTD | +117.9% | +29.6% | +88.3% | +89.4% |
| 1Y | +41.1% | +34.6% | +6.5% | +20.0% |
| 3Y | -61.0% | +155.9% | -216.8% | -79.1% |
| 5Y | -99.1% | -44.2% | -55.0% | -99.1% |
| 10Y | -98.7% | +63.7% | -162.4% | -99.3% |
| All | -97.5% | +80.2% | -177.7% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling