+9,876.1%
AME vs EXEL
+273.2%
+9,602.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +0.6% | +8.4% | -7.8% | -0.4% |
| 30D | -6.7% | +4.1% | -10.8% | -7.3% |
| 3M | +4.1% | +12.4% | -8.3% | +2.4% |
| 6M | +1.6% | +41.5% | -40.0% | -3.0% |
| YTD | +16.1% | +34.6% | -18.5% | +11.4% |
| 1Y | +27.3% | +57.9% | -30.5% | +19.4% |
| 3Y | +50.9% | +159.5% | -108.6% | +30.8% |
| 5Y | +81.4% | +198.5% | -117.1% | +52.8% |
| 10Y | +417.0% | +411.4% | +5.6% | +283.3% |
| All | +9,876.1% | +273.2% | +9,602.9% | +5,056.8% |
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 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