-99.9%
AMIX vs EXEL
+227.7%
-327.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +3.1% | +8.7% | +10.8% |
| 7D | +1.2% | +2.3% | -1.1% | +0.5% |
| 30D | -45.3% | +19.8% | -65.2% | -48.7% |
| 3M | -83.1% | +32.7% | -115.7% | -84.6% |
| 6M | -76.9% | +49.0% | -125.8% | -79.5% |
| YTD | -85.3% | +63.7% | -149.0% | -87.3% |
| 1Y | -89.8% | +75.8% | -165.6% | -91.3% |
| All | -99.9% | +227.7% | -327.6% | -99.9% |
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