-30.9%
AMT vs TXG
-63.6%
+32.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -0.4% |
| 7D | +1.5% | +9.1% | -7.7% | +0.8% |
| 30D | +3.7% | +14.9% | -11.2% | +2.5% |
| 3M | -7.2% | +120.0% | -127.2% | -13.7% |
| 6M | -4.2% | +221.8% | -226.0% | -14.3% |
| YTD | +1.9% | +312.6% | -310.7% | -11.3% |
| 1Y | -6.4% | +398.4% | -404.8% | -20.7% |
| 3Y | +7.7% | +42.1% | -34.3% | +4.0% |
| 5Y | -30.9% | -63.5% | +32.6% | -29.9% |
| All | -30.9% | -63.6% | +32.7% | -29.9% |
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