-97.7%
AMC vs TRGP
+473.4%
-571.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.8% |
| 7D | +2.6% | -16.0% | +18.6% | +8.1% |
| 30D | +9.0% | -6.4% | +15.5% | +10.9% |
| 3M | +22.2% | -1.0% | +23.1% | +21.1% |
| 6M | +91.5% | +7.0% | +84.5% | +83.3% |
| YTD | +101.3% | +46.1% | +55.2% | +72.6% |
| 1Y | +20.8% | +58.7% | -37.9% | +0.5% |
| 3Y | -71.3% | +221.9% | -293.2% | -81.9% |
| 5Y | -99.2% | +419.9% | -519.1% | -99.6% |
| 10Y | -98.7% | +769.8% | -868.5% | -99.5% |
| All | -97.7% | +473.4% | -571.1% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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