-18.7%
AMRZ vs EXEL
+43.0%
-61.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -5.5% | -2.8% | -2.6% | -5.1% |
| 30D | +15.6% | +18.2% | -2.5% | +13.3% |
| 3M | -12.1% | +37.7% | -49.8% | -15.5% |
| 6M | -19.4% | +42.2% | -61.7% | -22.9% |
| YTD | -21.9% | +61.3% | -83.2% | -26.7% |
| 1Y | -15.0% | +64.5% | -79.5% | -20.4% |
| All | -18.7% | +43.0% | -61.8% | -25.2% |
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