-11.8%
TLT vs AMC
-98.7%
+86.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -1.0% | -2.8% | +1.8% | -1.0% |
| 30D | +3.7% | +14.0% | -10.3% | +3.7% |
| 3M | -0.8% | +42.5% | -43.3% | -0.7% |
| 6M | -3.6% | +142.6% | -146.1% | -3.3% |
| YTD | -3.9% | +119.2% | -123.2% | -3.7% |
| 1Y | -6.2% | +40.7% | -47.0% | -6.1% |
| 3Y | +4.2% | -57.3% | +61.5% | +4.0% |
| 5Y | -34.7% | -99.1% | +64.5% | -35.6% |
| 10Y | -11.8% | -98.7% | +86.9% | -12.9% |
| All | -11.8% | -98.7% | +86.9% | -12.9% |
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