-98.8%
AMC vs EXEL
+320.7%
-419.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | +3.5% | -0.8% | +4.3% | +3.8% |
| 30D | +12.5% | +13.1% | -0.7% | +9.2% |
| 3M | +23.6% | +36.3% | -12.8% | +14.1% |
| 6M | +144.4% | +34.5% | +109.8% | +125.0% |
| YTD | +108.3% | +57.4% | +50.9% | +83.2% |
| 1Y | +38.9% | +62.9% | -24.0% | +20.8% |
| 3Y | -58.9% | +229.5% | -288.4% | -71.6% |
| 5Y | -99.2% | +281.2% | -380.4% | -99.5% |
| All | -98.8% | +320.7% | -419.5% | -99.2% |
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