-99.3%
AMC vs TXG
-66.4%
-33.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.2% |
| 7D | +2.6% | -15.4% | +18.1% | +8.9% |
| 30D | +9.0% | -22.1% | +31.1% | +17.8% |
| 3M | +22.2% | +30.0% | -7.8% | +4.4% |
| 6M | +91.5% | +160.7% | -69.2% | +19.4% |
| YTD | +101.3% | +263.5% | -162.2% | +6.6% |
| 1Y | +20.8% | +356.0% | -335.2% | -43.6% |
| 3Y | -71.3% | +53.4% | -124.7% | -80.4% |
| All | -99.3% | -66.4% | -33.0% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling