+57.5%
AME vs EXEL
+160.6%
-103.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | +2.8% | +1.4% | +1.4% | +2.7% |
| 30D | -6.3% | +6.7% | -12.9% | -6.8% |
| 3M | +5.4% | +11.5% | -6.1% | +4.3% |
| 6M | +7.4% | +38.8% | -31.4% | +4.2% |
| YTD | +16.2% | +31.6% | -15.4% | +13.0% |
| 1Y | +26.8% | +53.0% | -26.2% | +21.7% |
| 3Y | +57.5% | +160.8% | -103.3% | +44.2% |
| All | +57.5% | +160.6% | -103.1% | +44.2% |
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 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