+384.1%
TPR vs AMC
-98.7%
+482.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -12.5% | +19.6% | +7.5% |
| 7D | +13.9% | 0.0% | +13.9% | +13.8% |
| 30D | +14.9% | +4.4% | +10.5% | +14.7% |
| 3M | -15.4% | +15.4% | -30.7% | -16.0% |
| 6M | -4.5% | +93.7% | -98.2% | -7.6% |
| YTD | +6.0% | +97.4% | -91.4% | +2.1% |
| 1Y | +24.3% | +23.2% | +1.1% | +21.7% |
| 3Y | +412.8% | -71.3% | +484.1% | +416.6% |
| 5Y | +258.4% | -99.3% | +357.7% | +286.8% |
| All | +384.1% | -98.7% | +482.8% | +343.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling