-98.9%
AMC vs TXT
+94.9%
-193.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +2.3% | -4.8% | +7.1% | +4.7% |
| 30D | -0.7% | -10.6% | +9.9% | +4.5% |
| 3M | +35.2% | -13.2% | +48.4% | +42.8% |
| 6M | +124.6% | -20.3% | +144.9% | +146.6% |
| YTD | +69.9% | -9.3% | +79.1% | +73.7% |
| 1Y | -2.6% | -2.7% | +0.1% | -4.2% |
| 3Y | -79.8% | +1.4% | -81.1% | -80.9% |
| 5Y | -99.4% | +9.6% | -109.0% | -99.4% |
| All | -98.9% | +94.9% | -193.8% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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