-12.6%
TLT vs AMC
-98.8%
+86.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.4% |
| 7D | -3.1% | +3.5% | -6.6% | -3.1% |
| 30D | +1.0% | +12.5% | -11.4% | +1.1% |
| 3M | -2.7% | +23.6% | -26.3% | -2.7% |
| 6M | -4.1% | +144.4% | -148.5% | -3.9% |
| YTD | -5.4% | +108.3% | -113.7% | -5.1% |
| 1Y | -7.0% | +38.9% | -45.9% | -6.9% |
| 3Y | +2.8% | -58.9% | +61.7% | +2.7% |
| 5Y | -35.4% | -99.2% | +63.8% | -36.3% |
| All | -12.6% | -98.8% | +86.2% | -13.7% |
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