-99.4%
AMC vs TXG
-66.1%
-33.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.7% |
| 7D | +2.3% | +1.8% | +0.5% | +1.5% |
| 30D | -0.7% | +32.0% | -32.8% | -12.1% |
| 3M | +35.2% | +87.0% | -51.8% | +1.4% |
| 6M | +124.6% | +180.1% | -55.5% | +41.5% |
| YTD | +69.9% | +284.1% | -214.2% | -7.4% |
| 1Y | -2.6% | +361.7% | -364.3% | -53.1% |
| 3Y | -79.8% | +15.9% | -95.7% | -82.9% |
| All | -99.4% | -66.1% | -33.4% | -99.2% |
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