-71.3%
AMC vs EXEL
+231.1%
-302.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +1.7% |
| 7D | +2.6% | +0.3% | +2.4% | +2.8% |
| 30D | +9.0% | +19.0% | -10.0% | +6.2% |
| 3M | +22.2% | +33.3% | -11.1% | +16.9% |
| 6M | +91.5% | +42.9% | +48.6% | +80.0% |
| YTD | +101.3% | +58.7% | +42.6% | +85.1% |
| 1Y | +20.8% | +70.5% | -49.7% | +9.7% |
| 3Y | -71.3% | +233.8% | -305.2% | -77.6% |
| All | -71.3% | +231.1% | -302.5% | -77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling