+1,311.4%
AMT vs TXT
+190.6%
+1,120.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.2% | -4.8% | +4.6% | +1.2% |
| 30D | +4.6% | -10.6% | +15.2% | +7.9% |
| 3M | -8.4% | -13.2% | +4.7% | -5.2% |
| 6M | -6.0% | -20.3% | +14.3% | -0.5% |
| YTD | +2.1% | -9.3% | +11.4% | +4.0% |
| 1Y | -6.4% | -2.7% | -3.7% | -6.8% |
| 3Y | +8.1% | +1.4% | +6.7% | +4.1% |
| 5Y | -31.9% | +9.6% | -41.5% | -36.7% |
| 10Y | +97.1% | +94.9% | +2.2% | +40.2% |
| All | +1,311.4% | +190.6% | +1,120.8% | +516.6% |
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