+18,884.9%
AME vs TXT
+2,070.1%
+16,814.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.6% | -4.8% | +5.4% | +2.2% |
| 30D | -6.7% | -10.6% | +3.9% | -3.3% |
| 3M | +4.1% | -13.2% | +17.2% | +8.7% |
| 6M | +1.6% | -20.3% | +21.9% | +9.1% |
| YTD | +16.1% | -9.3% | +25.4% | +19.3% |
| 1Y | +27.3% | -2.7% | +30.0% | +27.7% |
| 3Y | +50.9% | +1.4% | +49.5% | +47.7% |
| 5Y | +81.4% | +9.6% | +71.8% | +71.4% |
| 10Y | +417.0% | +94.9% | +322.1% | +291.0% |
| All | +18,884.9% | +2,070.1% | +16,814.8% | +6,879.2% |
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