+3,380.6%
TXN vs AMT
+1,444.4%
+1,936.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -3.8% | +1.6% | -5.5% | -4.3% |
| 30D | +6.4% | +4.5% | +2.0% | +5.0% |
| 3M | +7.7% | +13.8% | -6.1% | +3.5% |
| 6M | +5.5% | +10.0% | -4.6% | +1.4% |
| YTD | +77.0% | +11.8% | +65.2% | +68.9% |
| 1Y | +91.2% | +10.2% | +81.0% | +83.0% |
| 3Y | +121.5% | +15.1% | +106.4% | +104.7% |
| 5Y | +84.9% | -18.8% | +103.7% | +86.1% |
| 10Y | +469.9% | +133.7% | +336.2% | +324.7% |
| All | +3,380.6% | +1,444.4% | +1,936.1% | +1,334.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling