+9,703.6%
AMD vs TXT
+2,239.7%
+7,463.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.6% | -15.6% | -16.5% |
| 7D | -28.6% | -2.5% | -26.1% | -27.7% |
| 30D | -37.7% | +12.8% | -50.6% | -41.4% |
| 3M | -16.1% | -3.6% | -12.5% | -15.4% |
| 6M | +13.8% | -6.9% | +20.8% | +17.0% |
| YTD | +88.8% | -2.2% | +91.0% | +88.2% |
| 1Y | +57.8% | +6.3% | +51.5% | +51.4% |
| 3Y | +260.3% | +10.3% | +250.0% | +237.7% |
| 5Y | +196.6% | +10.6% | +186.0% | +181.9% |
| 10Y | +6,064.6% | +121.0% | +5,943.6% | +3,851.4% |
| All | +9,703.6% | +2,239.7% | +7,463.9% | +1,993.6% |
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 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