+58.0%
TXN vs AMT
-31.2%
+89.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | -9.5% | +1.8% | -11.3% | -9.8% |
| 3M | -10.5% | -6.2% | -4.4% | -9.7% |
| 6M | +35.4% | -5.0% | +40.4% | +36.0% |
| YTD | +51.8% | +2.1% | +49.7% | +49.9% |
| 1Y | +42.9% | -5.7% | +48.7% | +43.5% |
| 3Y | +71.3% | +7.9% | +63.4% | +58.4% |
| 5Y | +58.0% | -32.3% | +90.3% | +67.6% |
| All | +58.0% | -31.2% | +89.2% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling