+18,188.7%
AME vs TXT
+2,193.3%
+15,995.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.2% |
| 7D | -5.2% | -2.5% | -2.6% | -4.4% |
| 30D | -8.0% | +14.4% | -22.4% | -12.2% |
| 3M | -8.9% | -4.9% | -4.0% | -7.7% |
| 6M | -5.0% | -10.2% | +5.2% | -2.1% |
| YTD | +11.9% | -4.1% | +16.0% | +12.6% |
| 1Y | +16.6% | +4.0% | +12.7% | +14.3% |
| 3Y | +62.5% | +8.0% | +54.5% | +55.6% |
| 5Y | +67.6% | +8.4% | +59.2% | +58.5% |
| 10Y | +450.4% | +116.6% | +333.8% | +302.1% |
| All | +18,188.7% | +2,193.3% | +15,995.4% | +6,484.7% |
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