-97.1%
AMC vs TXG
+9.4%
-106.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.4% | -0.9% |
| 7D | +8.4% | +1.8% | +6.7% | +7.9% |
| 30D | +9.2% | -17.7% | +26.8% | +14.4% |
| 3M | +32.0% | +2.3% | +29.7% | +27.4% |
| 6M | +149.3% | +182.5% | -33.3% | +70.8% |
| YTD | +114.1% | +262.4% | -148.3% | +33.6% |
| 1Y | +35.8% | +254.1% | -218.3% | -15.3% |
| 3Y | -58.3% | +66.6% | -124.9% | -70.1% |
| 5Y | -99.2% | -64.5% | -34.6% | -99.3% |
| All | -97.1% | +9.4% | -106.5% | -97.8% |
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