+185.6%
TSCO vs AMC
-99.0%
+284.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.3% |
| 7D | -3.1% | -7.1% | +4.0% | -3.0% |
| 30D | -4.4% | -1.7% | -2.7% | -4.3% |
| 3M | +9.7% | +13.5% | -3.8% | +9.1% |
| 6M | -32.4% | +112.6% | -145.0% | -33.7% |
| YTD | -31.7% | +51.3% | -82.9% | -32.6% |
| 1Y | -41.3% | -14.5% | -26.8% | -41.5% |
| 3Y | -18.3% | -67.1% | +48.8% | -18.2% |
| 5Y | -10.3% | -99.5% | +89.3% | -5.9% |
| All | +185.6% | -99.0% | +284.6% | +201.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling