-98.8%
AMC vs TSN
+14.5%
-113.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | +3.5% | -1.4% | +4.9% | +4.2% |
| 30D | +12.5% | +8.5% | +4.0% | +8.7% |
| 3M | +23.6% | +5.3% | +18.3% | +20.5% |
| 6M | +144.4% | -10.5% | +154.9% | +154.2% |
| YTD | +108.3% | +3.0% | +105.4% | +102.1% |
| 1Y | +38.9% | +12.1% | +26.8% | +29.3% |
| 3Y | -58.9% | +43.1% | -102.0% | -67.1% |
| 5Y | -99.2% | -15.1% | -84.1% | -99.2% |
| All | -98.8% | +14.5% | -113.3% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling