+64.7%
AME vs EXEL
+244.2%
-179.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.9% |
| 7D | -1.5% | +2.3% | -3.8% | -1.7% |
| 30D | -4.2% | +19.8% | -24.0% | -5.6% |
| 3M | -5.9% | +32.7% | -38.6% | -8.3% |
| 6M | +2.8% | +49.0% | -46.1% | -0.9% |
| YTD | +16.6% | +63.7% | -47.1% | +11.2% |
| 1Y | +22.1% | +75.8% | -53.7% | +15.8% |
| 3Y | +64.7% | +241.3% | -176.6% | +43.1% |
| All | +64.7% | +244.2% | -179.6% | +43.1% |
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 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