-12.5%
TLT vs AMC
-98.6%
+86.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.2% | +0.1% |
| 7D | +0.3% | +6.6% | -6.3% | +0.3% |
| 30D | +5.1% | +14.1% | -9.0% | +5.1% |
| 3M | -0.2% | +31.3% | -31.5% | -0.1% |
| 6M | -2.9% | +126.7% | -129.6% | -2.7% |
| YTD | -2.7% | +117.9% | -120.6% | -2.4% |
| 1Y | -4.6% | +41.1% | -45.7% | -4.5% |
| 3Y | +6.1% | -61.0% | +67.0% | +5.9% |
| 5Y | -35.1% | -99.1% | +64.0% | -36.0% |
| 10Y | -12.5% | -98.7% | +86.2% | -13.4% |
| All | -12.5% | -98.6% | +86.1% | -13.4% |
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