-14.7%
AMRZ vs EXEL
+73.7%
-88.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +15.1% | +19.0% | -4.0% | +12.0% |
| 3M | -18.1% | +33.3% | -51.3% | -21.8% |
| 6M | -23.5% | +42.9% | -66.3% | -27.8% |
| YTD | -21.6% | +58.7% | -80.3% | -28.1% |
| 1Y | -14.7% | +70.5% | -85.3% | -22.7% |
| All | -14.7% | +73.7% | -88.5% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling