+240.4%
TPR vs AMC
-99.4%
+339.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.4% |
| 7D | -2.3% | +2.3% | -4.6% | -2.5% |
| 30D | -23.0% | -0.7% | -22.2% | -23.1% |
| 3M | -12.5% | +35.2% | -47.7% | -16.1% |
| 6M | -21.4% | +124.6% | -146.0% | -28.9% |
| YTD | -3.5% | +69.9% | -73.4% | -10.7% |
| 1Y | +17.4% | -2.6% | +19.9% | +14.0% |
| 3Y | +291.3% | -79.8% | +371.0% | +314.8% |
| All | +240.4% | -99.4% | +339.8% | +386.0% |
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