-4.6%
TLT vs AMC
+40.5%
-45.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.2% | -0.1% |
| 7D | +0.3% | +6.6% | -6.3% | +0.1% |
| 30D | +5.1% | +14.1% | -9.0% | +4.8% |
| 3M | -0.2% | +31.3% | -31.5% | -0.9% |
| 6M | -2.9% | +126.7% | -129.6% | -5.7% |
| YTD | -2.7% | +117.9% | -120.6% | -6.1% |
| All | -4.6% | +40.5% | -45.1% | -7.0% |
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