+261.2%
EXC vs AMC
-97.5%
+358.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | -1.4% | -2.8% | +1.5% | -1.4% |
| 30D | +8.3% | +14.0% | -5.7% | +8.2% |
| 3M | +2.6% | +42.5% | -39.9% | +2.3% |
| 6M | +5.2% | +142.6% | -137.4% | +4.2% |
| YTD | +7.5% | +119.2% | -111.7% | +6.5% |
| 1Y | +3.2% | +40.7% | -37.6% | +2.6% |
| 3Y | +29.5% | -57.3% | +86.8% | +29.4% |
| 5Y | +39.7% | -99.1% | +138.8% | +42.0% |
| 10Y | +200.1% | -98.7% | +298.8% | +189.5% |
| All | +261.2% | -97.5% | +358.7% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling