-97.5%
AMC vs EXEL
+1,142.5%
-1,240.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -2.8% | -2.8% | 0.0% | -2.3% |
| 30D | +14.0% | +18.2% | -4.2% | +11.1% |
| 3M | +42.5% | +37.7% | +4.8% | +35.4% |
| 6M | +142.6% | +42.2% | +100.3% | +128.5% |
| YTD | +119.2% | +61.3% | +57.9% | +102.0% |
| 1Y | +40.7% | +64.5% | -23.8% | +29.1% |
| 3Y | -57.3% | +236.7% | -294.0% | -65.7% |
| 5Y | -99.1% | +296.3% | -395.4% | -99.3% |
| 10Y | -98.7% | +331.1% | -429.8% | -99.0% |
| All | -97.5% | +1,142.5% | -1,240.0% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling