-98.9%
AMC vs EXEL
+397.6%
-496.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +2.3% | +8.4% | -6.1% | +0.2% |
| 30D | -0.7% | +4.1% | -4.8% | -1.9% |
| 3M | +35.2% | +12.4% | +22.8% | +30.8% |
| 6M | +124.6% | +41.5% | +83.0% | +103.8% |
| YTD | +69.9% | +34.6% | +35.2% | +55.9% |
| 1Y | -2.6% | +57.9% | -60.4% | -14.7% |
| 3Y | -79.8% | +159.5% | -239.3% | -85.0% |
| 5Y | -99.4% | +198.5% | -297.9% | -99.6% |
| All | -98.9% | +397.6% | -496.5% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling