-99.9%
AMIX vs EXEL
+223.0%
-322.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.2% | -20.2% | -20.1% |
| 7D | -8.1% | -2.8% | -5.3% | -7.2% |
| 30D | -52.3% | +18.2% | -70.4% | -55.0% |
| 3M | -83.8% | +37.7% | -121.5% | -85.4% |
| 6M | -79.0% | +42.2% | -121.2% | -81.2% |
| YTD | -87.2% | +61.3% | -148.5% | -88.9% |
| 1Y | -91.7% | +64.5% | -156.2% | -92.8% |
| All | -99.9% | +223.0% | -322.9% | -100.0% |
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