-5.8%
TLT vs AMC
+43.0%
-48.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.4% |
| 7D | -0.3% | +5.5% | -5.8% | -0.4% |
| 30D | +3.7% | +16.1% | -12.4% | +3.3% |
| 3M | -0.7% | +43.0% | -43.6% | -1.6% |
| 6M | -4.2% | +130.7% | -134.9% | -6.9% |
| YTD | -4.0% | +121.8% | -125.8% | -7.4% |
| 1Y | -5.8% | +40.7% | -46.5% | -8.2% |
| All | -5.8% | +43.0% | -48.8% | -8.2% |
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