-99.2%
AMC vs TSN
-14.8%
-84.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +3.5% | -1.4% | +4.9% | +3.9% |
| 30D | +12.5% | +8.5% | +4.0% | +10.0% |
| 3M | +23.6% | +5.3% | +18.3% | +21.7% |
| 6M | +144.4% | -10.5% | +154.9% | +151.8% |
| YTD | +108.3% | +3.0% | +105.4% | +104.5% |
| 1Y | +38.9% | +12.1% | +26.8% | +32.4% |
| 3Y | -58.9% | +43.1% | -102.0% | -65.6% |
| All | -99.2% | -14.8% | -84.4% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling