-98.7%
AMC vs TYL
+174.6%
-273.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.6% | +8.8% | +8.7% |
| 7D | +6.6% | +3.5% | +3.1% | +4.0% |
| 30D | +14.1% | +26.9% | -12.8% | -3.5% |
| 3M | +31.3% | +33.8% | -2.6% | +5.5% |
| 6M | +126.7% | +28.8% | +97.8% | +84.3% |
| YTD | +117.9% | -7.9% | +125.8% | +118.5% |
| 1Y | +41.1% | -9.8% | +50.8% | +43.5% |
| 3Y | -61.0% | +1.2% | -62.2% | -65.8% |
| 5Y | -99.1% | -22.8% | -76.3% | -99.1% |
| 10Y | -98.7% | +168.8% | -267.5% | -99.1% |
| All | -98.7% | +174.6% | -273.2% | -99.1% |
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