-8.7%
AMCR vs TXT
+13.4%
-22.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.2% | -2.9% |
| 7D | -6.3% | +0.8% | -7.1% | -6.6% |
| 30D | -7.1% | -10.4% | +3.3% | -2.8% |
| 3M | +12.7% | -14.3% | +27.0% | +19.8% |
| 6M | +5.2% | -15.1% | +20.3% | +12.3% |
| YTD | +8.1% | -8.3% | +16.4% | +11.6% |
| 1Y | +11.7% | -0.7% | +12.4% | +11.4% |
| 3Y | +9.9% | +6.0% | +3.9% | +3.6% |
| 5Y | -8.7% | +12.5% | -21.2% | -18.6% |
| All | -8.7% | +13.4% | -22.1% | -18.6% |
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