+133.7%
AS vs EXEL
+215.9%
-82.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -1.4% |
| 7D | +7.1% | +3.8% | +3.3% | +6.4% |
| 30D | +12.8% | +17.8% | -5.0% | +9.8% |
| 3M | -14.7% | +21.2% | -35.9% | -17.6% |
| 6M | -9.9% | +54.7% | -64.6% | -16.6% |
| YTD | -16.1% | +56.8% | -72.9% | -22.7% |
| 1Y | +0.2% | +70.2% | -70.0% | -9.1% |
| All | +133.7% | +215.9% | -82.2% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling