-18.0%
AMT vs TXG
-64.9%
+46.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.5% | +0.1% |
| 7D | -2.2% | +1.8% | -4.0% | -2.3% |
| 30D | +5.8% | -17.7% | +23.5% | +6.8% |
| 3M | +12.6% | +2.3% | +10.2% | +11.2% |
| 6M | +8.3% | +182.5% | -174.2% | -2.9% |
| YTD | +11.4% | +262.4% | -250.9% | -3.2% |
| 1Y | +7.7% | +254.1% | -246.4% | -6.4% |
| 3Y | +14.8% | +66.6% | -51.8% | +6.5% |
| 5Y | -18.0% | -64.5% | +46.6% | -11.2% |
| All | -18.0% | -64.9% | +46.9% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling