+27.0%
TMO vs AMC
-16.3%
+43.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.2% |
| 7D | -2.5% | -7.1% | +4.6% | -2.1% |
| 30D | -0.3% | -1.7% | +1.4% | -0.3% |
| 3M | +25.3% | +13.5% | +11.8% | +22.6% |
| 6M | +20.9% | +112.6% | -91.8% | +10.5% |
| YTD | +4.3% | +51.3% | -47.0% | -2.3% |
| 1Y | +27.0% | -14.5% | +41.5% | +20.6% |
| All | +27.0% | -16.3% | +43.3% | +20.6% |
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