-14.7%
AMRZ vs TXT
+2.9%
-17.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -1.9% | -4.8% | +2.9% | +0.4% |
| 30D | -16.9% | -10.6% | -6.3% | -12.6% |
| 3M | -19.2% | -13.2% | -6.0% | -14.1% |
| 6M | -29.3% | -20.3% | -8.9% | -21.7% |
| YTD | -18.0% | -9.3% | -8.7% | -14.8% |
| 1Y | -15.1% | -2.7% | -12.4% | -14.3% |
| All | -14.7% | +2.9% | -17.6% | -12.8% |
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