-98.8%
AMC vs TYL
+174.9%
-273.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.7% | -14.2% | -13.6% |
| 7D | 0.0% | +15.1% | -15.1% | -9.1% |
| 30D | +4.4% | +30.1% | -25.6% | -13.1% |
| 3M | +15.4% | +40.4% | -25.0% | -10.2% |
| 6M | +93.7% | +31.3% | +62.4% | +55.3% |
| YTD | +97.4% | -5.2% | +102.6% | +94.4% |
| 1Y | +23.2% | -6.6% | +29.8% | +22.6% |
| 3Y | -71.3% | +3.4% | -74.7% | -75.1% |
| 5Y | -99.3% | -19.3% | -80.0% | -99.2% |
| All | -98.8% | +174.9% | -273.7% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling