+18,954.1%
AME vs TXT
+2,244.6%
+16,709.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +1.9% | +3.5% |
| 7D | -1.5% | -3.5% | +2.0% | -0.3% |
| 30D | -4.2% | +15.2% | -19.3% | -8.7% |
| 3M | -5.9% | -4.5% | -1.5% | -4.8% |
| 6M | +2.8% | -6.1% | +8.9% | +4.4% |
| YTD | +16.6% | -2.0% | +18.5% | +16.5% |
| 1Y | +22.1% | +4.2% | +17.9% | +19.6% |
| 3Y | +64.7% | +14.4% | +50.3% | +54.8% |
| 5Y | +76.6% | +12.3% | +64.3% | +65.1% |
| 10Y | +443.9% | +101.8% | +342.0% | +305.2% |
| All | +18,954.1% | +2,244.6% | +16,709.5% | +6,712.4% |
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