+43.8%
EXC vs AMC
-99.3%
+143.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.0% |
| 7D | -1.2% | +2.6% | -3.8% | -1.2% |
| 30D | +10.0% | +9.0% | +0.9% | +9.8% |
| 3M | +1.6% | +22.2% | -20.6% | +1.2% |
| 6M | +3.3% | +91.5% | -88.2% | +1.7% |
| YTD | +7.6% | +101.3% | -93.7% | +5.7% |
| 1Y | +3.5% | +20.8% | -17.3% | +2.7% |
| 3Y | +27.7% | -71.3% | +99.0% | +28.9% |
| All | +43.8% | -99.3% | +143.1% | +54.3% |
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