+102.7%
AMCR vs TXT
+245.7%
-142.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -6.0% | -11.1% | +5.0% | -3.1% |
| 3M | +18.9% | -13.0% | +31.9% | +23.1% |
| 6M | +5.7% | -16.2% | +21.9% | +10.6% |
| YTD | +11.1% | -8.7% | +19.8% | +13.6% |
| 1Y | +14.4% | -3.8% | +18.2% | +15.3% |
| 3Y | +13.0% | +5.5% | +7.5% | +10.2% |
| 5Y | -7.5% | +12.3% | -19.8% | -11.9% |
| 10Y | +20.1% | +97.4% | -77.3% | -3.6% |
| All | +102.7% | +245.7% | -142.9% | +61.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling