+11,477.5%
AMD vs TXT
+2,070.1%
+9,407.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.9% |
| 7D | +2.6% | -4.8% | +7.4% | +4.8% |
| 30D | -0.9% | -10.6% | +9.7% | +4.1% |
| 3M | -8.7% | -13.2% | +4.5% | -2.7% |
| 6M | +136.3% | -20.3% | +156.7% | +162.0% |
| YTD | +123.0% | -9.3% | +132.2% | +131.6% |
| 1Y | +195.2% | -2.7% | +197.9% | +196.5% |
| 3Y | +336.3% | +1.4% | +335.0% | +327.0% |
| 5Y | +334.5% | +9.6% | +324.9% | +317.6% |
| 10Y | +6,259.1% | +94.9% | +6,164.2% | +4,243.5% |
| All | +11,477.5% | +2,070.1% | +9,407.4% | +2,476.1% |
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