-20.2%
AMRZ vs EXEL
+39.6%
-59.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +13.0% | +13.1% | -0.2% | +11.3% |
| 3M | -12.1% | +36.3% | -48.4% | -15.4% |
| 6M | -19.1% | +34.5% | -53.7% | -22.1% |
| YTD | -23.3% | +57.4% | -80.7% | -27.8% |
| 1Y | -16.6% | +62.9% | -79.5% | -21.7% |
| All | -20.2% | +39.6% | -59.8% | -26.3% |
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