-98.2%
AMC vs TSLQ
-97.0%
-1.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.0% | -7.7% | +6.0% |
| 7D | +2.3% | -5.8% | +8.1% | +1.6% |
| 30D | -0.7% | -22.1% | +21.3% | -3.7% |
| 3M | +35.2% | +10.1% | +25.2% | +40.4% |
| 6M | +124.6% | -6.8% | +131.3% | +129.6% |
| YTD | +69.9% | +8.5% | +61.3% | +79.7% |
| 1Y | -2.6% | -49.7% | +47.2% | -7.5% |
| 3Y | -79.8% | -95.6% | +15.9% | -84.6% |
| All | -98.2% | -97.0% | -1.2% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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