-97.7%
AMC vs TXT
+165.2%
-262.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.8% |
| 7D | +2.6% | -2.5% | +5.1% | +3.8% |
| 30D | +9.0% | +14.4% | -5.4% | +2.4% |
| 3M | +22.2% | -4.9% | +27.1% | +24.4% |
| 6M | +91.5% | -10.2% | +101.7% | +97.8% |
| YTD | +101.3% | -4.1% | +105.4% | +100.1% |
| 1Y | +20.8% | +4.0% | +16.8% | +15.4% |
| 3Y | -71.3% | +8.0% | -79.3% | -73.7% |
| 5Y | -99.2% | +8.4% | -107.7% | -99.3% |
| 10Y | -98.7% | +116.6% | -215.3% | -99.2% |
| All | -97.7% | +165.2% | -262.9% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling