+65.8%
AMGN vs TXT
+5.7%
+60.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.6% | -10.7% | -10.2% |
| 7D | -10.3% | -0.2% | -10.0% | -10.2% |
| 30D | -3.8% | -11.1% | +7.3% | -0.5% |
| 3M | +14.4% | -13.0% | +27.4% | +18.5% |
| 6M | +7.8% | -16.2% | +24.0% | +12.9% |
| YTD | +22.6% | -8.7% | +31.3% | +24.8% |
| 1Y | +44.2% | -3.8% | +48.0% | +44.2% |
| 3Y | +65.8% | +5.5% | +60.3% | +55.9% |
| All | +65.8% | +5.7% | +60.1% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling