+3,519.1%
TXN vs AMT
+1,439.7%
+2,079.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +12.3% | -2.2% | +14.5% | +13.0% |
| 30D | +9.1% | +5.8% | +3.3% | +7.3% |
| 3M | +13.5% | +12.6% | +1.0% | +9.4% |
| 6M | +6.9% | +8.3% | -1.4% | +3.3% |
| YTD | +84.0% | +11.4% | +72.6% | +75.8% |
| 1Y | +95.8% | +7.7% | +88.0% | +88.6% |
| 3Y | +130.3% | +14.8% | +115.5% | +113.0% |
| 5Y | +89.2% | -18.0% | +107.1% | +89.8% |
| 10Y | +486.5% | +133.0% | +353.6% | +337.4% |
| All | +3,519.1% | +1,439.7% | +2,079.4% | +1,392.9% |
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