+95.0%
AMT vs EXEL
+380.2%
-285.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | -0.2% | +1.4% | -1.5% | -0.3% |
| 30D | +1.8% | +6.7% | -4.8% | +1.2% |
| 3M | -6.2% | +11.5% | -17.6% | -7.3% |
| 6M | -5.0% | +38.8% | -43.8% | -8.2% |
| YTD | +2.1% | +31.6% | -29.5% | -1.0% |
| 1Y | -5.7% | +53.0% | -58.8% | -10.1% |
| 3Y | +7.9% | +160.8% | -152.9% | -3.5% |
| 5Y | -32.3% | +190.1% | -222.4% | -40.6% |
| 10Y | +95.0% | +367.0% | -272.0% | +81.7% |
| All | +95.0% | +380.2% | -285.2% | +81.7% |
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 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