-34.6%
TLT vs AMC
-99.3%
+64.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | 0.0% |
| 7D | +0.1% | +2.6% | -2.5% | +0.1% |
| 30D | +6.2% | +9.0% | -2.8% | +6.1% |
| 3M | -0.3% | +22.2% | -22.5% | -0.6% |
| 6M | -3.4% | +91.5% | -94.8% | -4.1% |
| YTD | -3.1% | +101.3% | -104.4% | -4.0% |
| 1Y | -5.2% | +20.8% | -26.0% | -5.7% |
| 3Y | +6.5% | -71.3% | +77.8% | +6.0% |
| All | -34.6% | -99.3% | +64.7% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling