+85.2%
AME vs EXEL
+194.6%
-109.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.8% |
| 7D | +1.3% | -0.3% | +1.7% | +1.4% |
| 30D | -6.6% | +10.1% | -16.7% | -7.7% |
| 3M | +3.0% | +10.1% | -7.1% | +1.6% |
| 6M | +5.3% | +37.7% | -32.4% | +1.0% |
| YTD | +15.4% | +33.1% | -17.6% | +11.0% |
| 1Y | +26.8% | +52.4% | -25.6% | +19.6% |
| 3Y | +56.5% | +163.8% | -107.3% | +34.0% |
| 5Y | +85.2% | +198.5% | -113.3% | +50.8% |
| All | +85.2% | +194.6% | -109.3% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling