+27.3%
AME vs TXT
-1.0%
+28.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +0.6% | -4.8% | +5.4% | +2.6% |
| 30D | -6.7% | -10.6% | +3.9% | -2.4% |
| 3M | +4.1% | -13.2% | +17.2% | +9.7% |
| 6M | +1.6% | -20.3% | +21.9% | +9.3% |
| YTD | +16.1% | -9.3% | +25.4% | +20.6% |
| 1Y | +27.3% | -2.7% | +30.0% | +28.6% |
| All | +27.3% | -1.0% | +28.3% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling