-2.5%
AMT vs TXG
+16.0%
-18.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.2% | +1.8% | -2.0% | -0.4% |
| 30D | +4.6% | +32.0% | -27.4% | +1.6% |
| 3M | -8.4% | +87.0% | -95.5% | -14.7% |
| 6M | -6.0% | +180.1% | -186.1% | -16.4% |
| YTD | +2.1% | +284.1% | -282.0% | -12.6% |
| 1Y | -6.4% | +361.7% | -368.1% | -22.3% |
| 3Y | +8.1% | +15.9% | -7.9% | +3.8% |
| 5Y | -31.9% | -66.2% | +34.2% | -27.8% |
| All | -2.5% | +16.0% | -18.5% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling