-98.1%
AMC vs TSN
+105.5%
-203.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.6% |
| 7D | +2.3% | -6.3% | +8.6% | +4.7% |
| 30D | -0.7% | -10.8% | +10.1% | +3.2% |
| 3M | +35.2% | -8.8% | +44.0% | +38.7% |
| 6M | +124.6% | -16.8% | +141.4% | +137.4% |
| YTD | +69.9% | -10.0% | +79.9% | +74.0% |
| 1Y | -2.6% | -5.3% | +2.7% | -2.6% |
| 3Y | -79.8% | +8.5% | -88.3% | -81.2% |
| 5Y | -99.4% | -22.9% | -76.5% | -99.4% |
| 10Y | -98.9% | -12.6% | -86.2% | -99.0% |
| All | -98.1% | +105.5% | -203.5% | -98.4% |
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