+7.0%
AMT vs EXEL
+164.9%
-157.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.2% | +8.4% | -8.6% | -0.8% |
| 30D | +4.6% | +4.1% | +0.6% | +4.3% |
| 3M | -8.4% | +12.4% | -20.9% | -9.3% |
| 6M | -6.0% | +41.5% | -47.6% | -8.8% |
| YTD | +2.1% | +34.6% | -32.5% | -0.6% |
| 1Y | -6.4% | +57.9% | -64.2% | -10.7% |
| All | +7.0% | +164.9% | -157.8% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling