+30.2%
EXC vs AMC
-72.0%
+102.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -12.5% | +13.1% | +0.7% |
| 7D | +1.4% | 0.0% | +1.4% | +1.3% |
| 30D | +11.6% | +4.4% | +7.2% | +11.6% |
| 3M | +2.7% | +15.4% | -12.7% | +2.5% |
| 6M | +2.7% | +93.7% | -91.0% | +2.0% |
| YTD | +9.7% | +97.4% | -87.7% | +8.8% |
| 1Y | +4.5% | +23.2% | -18.7% | +4.4% |
| All | +30.2% | -72.0% | +102.2% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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