+256.1%
TPR vs AMC
-99.3%
+355.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -3.0% | -1.2% |
| 7D | +14.2% | +2.6% | +11.6% | +13.8% |
| 30D | +17.1% | +9.0% | +8.1% | +16.0% |
| 3M | -17.7% | +22.2% | -39.9% | -19.6% |
| 6M | -10.2% | +91.5% | -101.6% | -17.3% |
| YTD | +4.9% | +101.3% | -96.4% | -4.5% |
| 1Y | +36.1% | +20.8% | +15.4% | +29.6% |
| 3Y | +416.5% | -71.3% | +487.8% | +435.7% |
| All | +256.1% | -99.3% | +355.4% | +423.6% |
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 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