-98.9%
AMC vs TYL
+116.1%
-215.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +7.1% |
| 7D | +2.3% | -3.7% | +6.0% | +4.6% |
| 30D | -0.7% | +18.7% | -19.5% | -12.4% |
| 3M | +35.2% | +18.1% | +17.1% | +17.5% |
| 6M | +124.6% | -1.1% | +125.7% | +120.5% |
| YTD | +69.9% | -19.8% | +89.7% | +89.4% |
| 1Y | -2.6% | -34.3% | +31.7% | +25.5% |
| 3Y | -79.8% | -8.2% | -71.5% | -80.9% |
| 5Y | -99.4% | -25.4% | -74.0% | -99.3% |
| All | -98.9% | +116.1% | -215.0% | -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