+60,958.4%
AMGN vs TXT
+2,070.1%
+58,888.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +1.1% | -4.8% | +5.9% | +2.1% |
| 30D | +7.8% | -10.6% | +18.5% | +10.3% |
| 3M | +27.3% | -13.2% | +40.4% | +30.6% |
| 6M | +16.8% | -20.3% | +37.2% | +22.0% |
| YTD | +36.3% | -9.3% | +45.6% | +38.4% |
| 1Y | +60.4% | -2.7% | +63.1% | +60.5% |
| 3Y | +86.3% | +1.4% | +85.0% | +83.4% |
| 5Y | +125.7% | +9.6% | +116.1% | +115.3% |
| 10Y | +247.0% | +94.9% | +152.1% | +178.7% |
| All | +60,958.4% | +2,070.1% | +58,888.4% | +19,285.4% |
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