-9.5%
AMC vs TXG
+366.6%
-376.1%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.1% | -4.2% |
| 7D | -0.8% | +9.4% | -10.1% | -2.3% |
| 30D | -1.2% | +26.1% | -27.2% | -5.1% |
| 3M | +42.2% | +124.8% | -82.6% | +19.5% |
| 6M | +118.8% | +215.2% | -96.4% | +72.6% |
| YTD | +64.1% | +302.2% | -238.1% | +27.8% |
| 1Y | -9.5% | +370.9% | -380.5% | -28.1% |
| All | -9.5% | +366.6% | -376.1% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling