-7.3%
AMT vs EXEL
+50.0%
-57.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.5% |
| 7D | -2.7% | -2.9% | +0.2% | -2.8% |
| 30D | +2.0% | +11.9% | -9.9% | +2.5% |
| 3M | -9.3% | +9.2% | -18.5% | -9.0% |
| 6M | -5.2% | +39.1% | -44.3% | -3.9% |
| YTD | +0.5% | +31.0% | -30.6% | +1.7% |
| 1Y | -7.3% | +52.3% | -59.6% | -7.1% |
| All | -7.3% | +50.0% | -57.3% | -7.1% |
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