+96,674.4%
AMAT vs TXT
+2,239.7%
+94,434.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.6% | -11.9% | -12.9% |
| 7D | -24.3% | -2.5% | -21.7% | -23.4% |
| 30D | -39.8% | +12.8% | -52.6% | -43.0% |
| 3M | -40.2% | -3.6% | -36.6% | -39.5% |
| 6M | -22.1% | -6.9% | -15.2% | -20.0% |
| YTD | +24.7% | -2.2% | +26.8% | +24.8% |
| 1Y | +33.3% | +6.3% | +27.0% | +28.8% |
| 3Y | +133.9% | +10.3% | +123.6% | +122.1% |
| 5Y | +117.1% | +10.6% | +106.4% | +108.2% |
| 10Y | +1,158.7% | +121.0% | +1,037.7% | +782.7% |
| All | +96,674.4% | +2,239.7% | +94,434.7% | +22,962.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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