-99.9%
AMIX vs EXEL
+222.4%
-322.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.4% | +9.4% |
| 7D | +11.4% | -2.4% | +13.8% | +12.4% |
| 30D | -40.5% | +17.9% | -58.4% | -43.9% |
| 3M | -80.1% | +33.3% | -113.4% | -81.9% |
| 6M | -74.8% | +46.6% | -121.4% | -77.6% |
| YTD | -84.0% | +61.0% | -145.0% | -86.1% |
| 1Y | -89.7% | +70.4% | -160.2% | -91.1% |
| All | -99.9% | +222.4% | -322.3% | -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 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