+40.2%
AMC vs EXEL
+92.4%
-52.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.2% |
| 7D | +17.7% | +9.8% | +8.0% | +16.2% |
| 30D | +26.2% | +23.6% | +2.5% | +22.4% |
| 3M | +31.3% | +29.9% | +1.4% | +26.7% |
| 6M | +142.8% | +64.7% | +78.1% | +120.2% |
| YTD | +125.6% | +66.0% | +59.7% | +102.5% |
| 1Y | +40.2% | +92.0% | -51.7% | +15.5% |
| All | +40.2% | +92.4% | -52.2% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling