+12.4%
AMT vs EXEL
+231.1%
-218.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -3.9% | -2.8% |
| 7D | +0.5% | +0.3% | +0.3% | +0.5% |
| 30D | +13.6% | +19.0% | -5.4% | +12.5% |
| 3M | +11.5% | +33.3% | -21.8% | +9.6% |
| 6M | +6.9% | +42.9% | -35.9% | +4.6% |
| YTD | +10.8% | +58.7% | -47.9% | +7.4% |
| 1Y | +10.3% | +70.5% | -60.2% | +6.1% |
| 3Y | +12.4% | +233.8% | -221.4% | 0.0% |
| All | +12.4% | +231.1% | -218.7% | 0.0% |
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