+182.9%
TSCO vs AMC
-98.1%
+280.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +1.0% |
| 7D | +0.8% | +2.3% | -1.5% | +0.7% |
| 30D | +5.5% | -0.7% | +6.2% | +5.4% |
| 3M | +20.0% | +35.2% | -15.2% | +18.7% |
| 6M | -29.8% | +124.6% | -154.4% | -31.4% |
| YTD | -28.7% | +69.9% | -98.5% | -30.0% |
| 1Y | -40.9% | -2.6% | -38.3% | -41.3% |
| 3Y | -15.9% | -79.8% | +63.8% | -15.1% |
| 5Y | -3.5% | -99.4% | +95.9% | +1.8% |
| 10Y | +142.2% | -98.9% | +241.1% | +158.3% |
| All | +182.9% | -98.1% | +280.9% | +161.3% |
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