+124.5%
AMT vs EXEL
+445.6%
-321.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.2% |
| 7D | +0.4% | +2.3% | -1.9% | +0.1% |
| 30D | +3.7% | +19.8% | -16.1% | +1.7% |
| 3M | +10.7% | +32.7% | -22.0% | +7.4% |
| 6M | +9.3% | +49.0% | -39.7% | +4.4% |
| YTD | +10.9% | +63.7% | -52.7% | +4.6% |
| 1Y | +10.5% | +75.8% | -65.3% | +3.3% |
| 3Y | +15.5% | +241.3% | -225.7% | -1.5% |
| 5Y | -20.6% | +289.0% | -309.6% | -33.9% |
| 10Y | +124.5% | +377.6% | -253.1% | +91.6% |
| All | +124.5% | +445.6% | -321.0% | +91.6% |
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