+41.4%
EXC vs AMC
-99.2%
+140.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.3% | -8.2% | -0.1% |
| 7D | -1.7% | +6.6% | -8.3% | -1.8% |
| 30D | +9.3% | +14.1% | -4.8% | +9.1% |
| 3M | +1.0% | +31.3% | -30.2% | +0.5% |
| 6M | +5.9% | +126.7% | -120.7% | +4.0% |
| YTD | +7.6% | +117.9% | -110.3% | +5.6% |
| 1Y | +2.4% | +41.1% | -38.7% | +1.3% |
| 3Y | +30.2% | -61.0% | +91.2% | +30.7% |
| 5Y | +41.4% | -99.1% | +140.5% | +53.0% |
| All | +41.4% | -99.2% | +140.6% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling