-16.6%
AMRZ vs TXT
+11.2%
-27.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | 0.0% | +1.2% |
| 7D | -1.1% | -3.5% | +2.4% | +0.5% |
| 30D | +18.3% | +15.2% | +3.1% | +10.8% |
| 3M | -8.0% | -4.5% | -3.5% | -6.2% |
| 6M | -18.7% | -6.1% | -12.6% | -16.8% |
| YTD | -19.8% | -2.0% | -17.9% | -19.8% |
| 1Y | -12.3% | +4.2% | -16.5% | -14.7% |
| All | -16.6% | +11.2% | -27.8% | -17.9% |
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 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