+490.9%
AMT vs EXEL
+273.2%
+217.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.2% | +8.4% | -8.6% | -1.5% |
| 30D | +4.6% | +4.1% | +0.6% | +3.8% |
| 3M | -8.4% | +12.4% | -20.9% | -10.3% |
| 6M | -6.0% | +41.5% | -47.6% | -11.4% |
| YTD | +2.1% | +34.6% | -32.5% | -3.2% |
| 1Y | -6.4% | +57.9% | -64.2% | -13.8% |
| 3Y | +8.1% | +159.5% | -151.4% | -9.7% |
| 5Y | -31.9% | +198.5% | -230.4% | -45.0% |
| 10Y | +97.1% | +411.4% | -314.2% | +31.4% |
| All | +490.9% | +273.2% | +217.7% | +119.3% |
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