-2.6%
AMC vs TYL
-34.2%
+31.6%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +5.6% |
| 7D | +2.3% | -3.7% | +6.0% | +3.4% |
| 30D | -0.7% | +18.7% | -19.5% | -6.5% |
| 3M | +35.2% | +18.1% | +17.1% | +26.7% |
| 6M | +124.6% | -1.1% | +125.7% | +120.2% |
| YTD | +69.9% | -19.8% | +89.7% | +72.0% |
| 1Y | -2.6% | -34.3% | +31.7% | +7.4% |
| All | -2.6% | -34.2% | +31.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling