+415.7%
TXN vs AMT
+96.3%
+319.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +2.7% | +1.5% | +1.2% | +2.2% |
| 30D | -6.7% | +3.7% | -10.5% | -7.9% |
| 3M | -8.9% | -7.2% | -1.7% | -7.4% |
| 6M | +34.7% | -4.2% | +38.9% | +35.0% |
| YTD | +53.3% | +1.9% | +51.4% | +50.0% |
| 1Y | +45.0% | -6.4% | +51.4% | +45.8% |
| 3Y | +73.1% | +7.7% | +65.4% | +57.5% |
| 5Y | +59.9% | -30.9% | +90.8% | +73.6% |
| 10Y | +415.7% | +105.4% | +310.3% | +301.8% |
| All | +415.7% | +96.3% | +319.4% | +301.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling