+431.3%
AME vs EXEL
+363.4%
+67.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -4.1% | -2.4% | -1.7% | -3.8% |
| 30D | -4.1% | +17.9% | -22.0% | -6.5% |
| 3M | -5.6% | +33.3% | -38.9% | -9.7% |
| 6M | +2.8% | +46.6% | -43.7% | -3.2% |
| YTD | +16.6% | +61.0% | -44.4% | +7.9% |
| 1Y | +21.1% | +70.4% | -49.4% | +11.0% |
| 3Y | +61.1% | +236.1% | -175.0% | +29.5% |
| 5Y | +76.6% | +284.8% | -208.3% | +36.6% |
| 10Y | +431.3% | +348.4% | +82.9% | +303.1% |
| All | +431.3% | +363.4% | +67.9% | +303.1% |
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