-31.3%
AMT vs EXE
+109.5%
-140.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -0.2% | -0.3% | 0.0% | -0.2% |
| 30D | +4.6% | +8.5% | -3.8% | +3.7% |
| 3M | -8.4% | +5.5% | -13.9% | -9.0% |
| 6M | -6.0% | -5.9% | -0.1% | -5.7% |
| YTD | +2.1% | -9.7% | +11.8% | +2.8% |
| 1Y | -6.4% | +3.6% | -10.0% | -7.3% |
| 3Y | +8.1% | +18.0% | -10.0% | +4.4% |
| All | -31.3% | +109.5% | -140.7% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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