-80.6%
AMC vs TYL
-8.1%
-72.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +5.9% |
| 7D | +2.3% | -3.7% | +6.0% | +3.7% |
| 30D | -0.7% | +18.7% | -19.5% | -7.8% |
| 3M | +35.2% | +18.1% | +17.1% | +24.6% |
| 6M | +124.6% | -1.1% | +125.7% | +122.6% |
| YTD | +69.9% | -19.8% | +89.7% | +83.4% |
| 1Y | -2.6% | -34.3% | +31.7% | +15.9% |
| All | -80.6% | -8.1% | -72.4% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling