-61.0%
AMC vs TXT
+11.8%
-72.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.0% | +7.7% |
| 7D | +6.6% | -3.5% | +10.1% | +7.5% |
| 30D | +14.1% | +15.2% | -1.1% | +10.4% |
| 3M | +31.3% | -4.5% | +35.7% | +32.3% |
| 6M | +126.7% | -6.1% | +132.8% | +127.4% |
| YTD | +117.9% | -2.0% | +119.9% | +114.8% |
| 1Y | +41.1% | +4.2% | +36.9% | +36.1% |
| 3Y | -61.0% | +14.4% | -75.4% | -60.9% |
| All | -61.0% | +11.8% | -72.8% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling