+137.8%
AS vs EXEL
+224.5%
-86.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | +4.5% | -2.4% | +6.9% | +4.9% |
| 30D | +13.2% | +17.9% | -4.7% | +10.2% |
| 3M | -11.9% | +33.3% | -45.2% | -16.1% |
| 6M | -11.6% | +46.6% | -58.1% | -17.3% |
| YTD | -14.7% | +61.0% | -75.7% | -21.8% |
| 1Y | +5.7% | +70.4% | -64.7% | -4.1% |
| All | +137.8% | +224.5% | -86.7% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling