+584.7%
TMO vs AMC
-97.6%
+682.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.5% |
| 7D | +3.3% | +8.4% | -5.1% | +3.2% |
| 30D | +5.5% | +9.2% | -3.7% | +5.4% |
| 3M | +16.1% | +32.0% | -15.9% | +15.7% |
| 6M | +52.6% | +149.3% | -96.7% | +50.9% |
| YTD | +21.0% | +114.1% | -93.1% | +19.8% |
| 1Y | +19.4% | +35.8% | -16.4% | +18.6% |
| 3Y | +57.5% | -58.3% | +115.8% | +57.0% |
| 5Y | +11.7% | -99.2% | +110.9% | +12.2% |
| 10Y | +375.7% | -98.8% | +474.5% | +467.4% |
| All | +584.7% | -97.6% | +682.3% | +603.3% |
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