-18.9%
EXE vs AMC
+38.0%
-56.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.3% | -10.2% | -2.6% |
| 7D | -4.7% | +17.7% | -22.4% | -4.1% |
| 30D | +1.0% | +26.2% | -25.1% | +1.9% |
| 3M | -5.6% | +31.3% | -37.0% | -4.5% |
| 6M | -12.3% | +142.8% | -155.1% | -9.6% |
| YTD | -19.5% | +125.6% | -145.1% | -14.7% |
| 1Y | -18.9% | +40.2% | -59.1% | -9.0% |
| All | -18.9% | +38.0% | -56.9% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling