-18.1%
AMRZ vs TXT
+13.0%
-31.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.5% |
| 7D | +0.2% | -1.1% | +1.3% | +0.7% |
| 30D | +16.2% | +17.1% | -0.9% | +8.0% |
| 3M | -8.9% | -2.6% | -6.3% | -8.0% |
| 6M | -20.1% | -4.6% | -15.6% | -18.9% |
| YTD | -21.3% | -0.3% | -20.9% | -21.8% |
| 1Y | -12.6% | +5.9% | -18.5% | -15.7% |
| All | -18.1% | +13.0% | -31.1% | -20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling