-56.7%
AMC vs TSN
+44.5%
-101.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -2.8% | -0.3% | -2.6% | -2.8% |
| 30D | +14.0% | +11.8% | +2.2% | +12.6% |
| 3M | +42.5% | +7.1% | +35.4% | +41.4% |
| 6M | +142.6% | -9.2% | +151.7% | +146.5% |
| YTD | +119.2% | +4.8% | +114.4% | +117.7% |
| 1Y | +40.7% | +11.6% | +29.1% | +38.2% |
| All | -56.7% | +44.5% | -101.2% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling