+69.0%
AMP vs TXT
+7.0%
+62.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.3% |
| 7D | -0.5% | +2.5% | -3.0% | -1.6% |
| 30D | -1.3% | -8.9% | +7.5% | +2.7% |
| 3M | +24.2% | -13.6% | +37.8% | +31.8% |
| 6M | +24.6% | -13.1% | +37.7% | +31.2% |
| YTD | +14.8% | -7.0% | +21.8% | +15.8% |
| 1Y | +12.8% | -1.4% | +14.2% | +9.7% |
| 3Y | +69.0% | +7.0% | +62.0% | +51.4% |
| All | +69.0% | +7.0% | +62.0% | +51.4% |
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 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