-99.8%
AMIX vs EXEL
+169.6%
-269.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -13.7% | +8.4% | -22.1% | -16.2% |
| 30D | -62.1% | +4.1% | -66.1% | -62.6% |
| 3M | -46.2% | +12.4% | -58.6% | -48.0% |
| 6M | -46.4% | +41.5% | -88.0% | -50.8% |
| YTD | -60.3% | +34.6% | -94.9% | -63.2% |
| 1Y | -79.7% | +57.9% | -137.5% | -81.6% |
| All | -99.8% | +169.6% | -269.4% | -99.8% |
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 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