-5.6%
TLT vs AMC
+38.0%
-43.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.3% | -6.5% | +0.6% |
| 7D | +1.0% | +17.7% | -16.8% | +0.6% |
| 30D | +6.0% | +26.2% | -20.1% | +5.4% |
| 3M | -0.9% | +31.3% | -32.2% | -1.6% |
| 6M | -2.3% | +142.8% | -145.0% | -5.3% |
| YTD | -3.3% | +125.6% | -129.0% | -6.8% |
| 1Y | -5.6% | +40.2% | -45.8% | -7.5% |
| All | -5.6% | +38.0% | -43.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling