-98.7%
AMC vs TYL
+168.7%
-267.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +3.5% |
| 7D | +2.6% | +6.7% | -4.0% | -1.8% |
| 30D | +9.0% | +26.5% | -17.5% | -7.6% |
| 3M | +22.2% | +37.3% | -15.1% | -3.5% |
| 6M | +91.5% | +31.2% | +60.3% | +53.4% |
| YTD | +101.3% | -7.4% | +108.6% | +101.1% |
| 1Y | +20.8% | -9.6% | +30.3% | +22.8% |
| 3Y | -71.3% | +1.9% | -73.2% | -75.0% |
| 5Y | -99.2% | -21.1% | -78.1% | -99.2% |
| All | -98.7% | +168.7% | -267.4% | -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