-97.8%
AMC vs TXG
+24.6%
-122.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.6% | -6.5% | -4.7% |
| 7D | -6.8% | +9.1% | -16.0% | -9.4% |
| 30D | +1.7% | +14.9% | -13.2% | -2.8% |
| 3M | +26.8% | +120.0% | -93.2% | -3.5% |
| 6M | +117.7% | +221.8% | -104.1% | +46.5% |
| YTD | +57.7% | +312.6% | -254.9% | -2.9% |
| 1Y | -12.5% | +398.4% | -410.9% | -50.8% |
| 3Y | -65.7% | +42.1% | -107.8% | -73.2% |
| 5Y | -99.5% | -63.5% | -36.0% | -99.6% |
| All | -97.8% | +24.6% | -122.4% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling