-16.6%
TLT vs AMC
-98.7%
+82.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | 0.0% |
| 7D | +0.1% | +2.6% | -2.5% | +0.1% |
| 30D | +6.2% | +9.0% | -2.8% | +6.2% |
| 3M | +0.1% | +22.2% | -22.1% | +0.1% |
| 6M | -3.0% | +91.5% | -94.4% | -2.8% |
| YTD | -2.7% | +101.3% | -104.0% | -2.5% |
| 1Y | -4.8% | +20.8% | -25.6% | -4.8% |
| 3Y | +6.9% | -71.3% | +78.2% | +6.6% |
| 5Y | -34.5% | -99.2% | +64.8% | -35.4% |
| All | -16.6% | -98.7% | +82.1% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling