-4.8%
TLT vs AMC
+24.6%
-29.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.1% |
| 7D | +0.1% | +2.6% | -2.5% | 0.0% |
| 30D | +6.2% | +9.0% | -2.8% | +5.9% |
| 3M | +0.1% | +22.2% | -22.1% | -0.5% |
| 6M | -3.0% | +91.5% | -94.4% | -5.3% |
| YTD | -2.7% | +101.3% | -104.0% | -6.0% |
| 1Y | -4.8% | +20.8% | -25.6% | -6.9% |
| All | -4.8% | +24.6% | -29.4% | -6.9% |
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 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