+20.4%
AME vs TXT
+9.2%
+11.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.4% | -4.2% |
| 7D | -4.4% | +10.6% | -15.1% | -8.1% |
| 30D | -5.9% | +14.4% | -20.3% | -10.8% |
| 3M | -6.5% | -2.7% | -3.8% | -5.1% |
| 6M | +3.2% | -4.7% | +7.9% | +5.2% |
| YTD | +16.0% | -0.5% | +16.5% | +15.4% |
| 1Y | +20.4% | +8.7% | +11.7% | +12.1% |
| All | +20.4% | +9.2% | +11.3% | +12.1% |
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 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