+14.5%
TLT vs AMC
-98.1%
+112.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | +0.2% |
| 7D | -0.4% | +2.3% | -2.7% | -0.4% |
| 30D | -0.6% | -0.7% | +0.2% | -0.6% |
| 3M | -2.7% | +35.2% | -37.9% | -2.6% |
| 6M | -5.6% | +124.6% | -130.2% | -5.3% |
| YTD | -2.8% | +69.9% | -72.7% | -2.5% |
| 1Y | -1.4% | -2.6% | +1.1% | -1.4% |
| 3Y | -1.6% | -79.8% | +78.2% | -2.0% |
| 5Y | -33.8% | -99.4% | +65.6% | -35.0% |
| 10Y | -21.1% | -98.9% | +77.7% | -22.7% |
| All | +14.5% | -98.1% | +112.5% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling