-99.1%
AMC vs TXT
+14.4%
-113.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.7% |
| 7D | +5.5% | -1.1% | +6.5% | +6.3% |
| 30D | +16.1% | +17.1% | -1.0% | +4.6% |
| 3M | +43.0% | -2.6% | +45.6% | +44.6% |
| 6M | +130.7% | -4.6% | +135.2% | +131.6% |
| YTD | +121.8% | -0.3% | +122.1% | +112.1% |
| 1Y | +40.7% | +5.9% | +34.8% | +28.0% |
| 3Y | -56.8% | +14.4% | -71.2% | -66.4% |
| 5Y | -99.1% | +15.9% | -115.0% | -99.3% |
| All | -99.1% | +14.4% | -113.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling