-67.4%
AMC vs TRI
-11.0%
-56.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.4% | +9.8% | +5.5% |
| 7D | +2.3% | -0.5% | +2.8% | +2.2% |
| 30D | -0.7% | +7.9% | -8.6% | -2.8% |
| 3M | +35.2% | +24.1% | +11.1% | +27.4% |
| 6M | +124.6% | +3.8% | +120.8% | +118.4% |
| YTD | +69.9% | -16.9% | +86.7% | +72.6% |
| 1Y | -2.6% | -38.4% | +35.8% | +6.6% |
| All | -67.4% | -11.0% | -56.4% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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