+546.6%
AMT vs EXEL
+346.4%
+200.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | +1.6% | -2.4% | +4.0% | +2.0% |
| 30D | +4.5% | +17.9% | -13.4% | +1.8% |
| 3M | +13.8% | +33.3% | -19.5% | +8.7% |
| 6M | +10.0% | +46.6% | -36.5% | +3.3% |
| YTD | +11.8% | +61.0% | -49.3% | +2.9% |
| 1Y | +10.2% | +70.4% | -60.2% | +0.5% |
| 3Y | +15.1% | +236.1% | -220.9% | -7.5% |
| 5Y | -18.8% | +284.8% | -303.7% | -36.9% |
| 10Y | +133.7% | +348.4% | -214.7% | +61.7% |
| All | +546.6% | +346.4% | +200.3% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling