-98.8%
AMC vs TYL
+183.6%
-282.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +3.5% | +0.8% | +2.7% | +2.9% |
| 30D | +12.5% | +21.1% | -8.7% | -1.8% |
| 3M | +23.6% | +28.9% | -5.3% | +2.1% |
| 6M | +144.4% | +42.0% | +102.3% | +85.4% |
| YTD | +108.3% | -6.6% | +114.9% | +107.0% |
| 1Y | +38.9% | -9.1% | +48.0% | +40.7% |
| 3Y | -58.9% | +1.8% | -60.7% | -64.1% |
| 5Y | -99.2% | -22.9% | -76.3% | -99.1% |
| All | -98.8% | +183.6% | -282.4% | -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