+194.7%
TSCO vs AMC
-97.6%
+292.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.4% |
| 7D | +0.3% | +3.5% | -3.2% | +0.2% |
| 30D | +11.3% | +12.5% | -1.1% | +11.0% |
| 3M | +1.5% | +23.6% | -22.1% | +0.9% |
| 6M | +24.0% | +144.4% | -120.4% | +20.7% |
| YTD | -25.7% | +108.3% | -134.0% | -27.4% |
| 1Y | -33.6% | +38.9% | -72.4% | -34.6% |
| 3Y | -1.5% | -58.9% | +57.3% | -1.8% |
| 5Y | -9.6% | -99.2% | +89.6% | -5.3% |
| 10Y | +200.8% | -98.8% | +299.5% | +228.9% |
| All | +194.7% | -97.6% | +292.3% | +170.7% |
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