-97.7%
AMC vs TSN
+138.5%
-236.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.2% |
| 7D | +2.6% | +4.6% | -2.0% | +1.0% |
| 30D | +9.0% | +15.4% | -6.4% | +3.6% |
| 3M | +22.2% | +2.9% | +19.3% | +20.6% |
| 6M | +91.5% | -10.8% | +102.3% | +98.2% |
| YTD | +101.3% | +4.5% | +96.8% | +95.3% |
| 1Y | +20.8% | +19.5% | +1.3% | +11.0% |
| 3Y | -71.3% | +42.2% | -113.5% | -76.0% |
| 5Y | -99.2% | -14.2% | -85.1% | -99.2% |
| 10Y | -98.7% | +15.4% | -114.1% | -98.9% |
| All | -97.7% | +138.5% | -236.2% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling