+144.5%
EXE vs AMC
-94.0%
+238.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.3% | -6.7% | +1.4% |
| 7D | -3.9% | +6.6% | -10.5% | -4.1% |
| 30D | -2.6% | +14.1% | -16.7% | -2.9% |
| 3M | -6.9% | +31.3% | -38.1% | -7.7% |
| 6M | -9.3% | +126.7% | -136.0% | -12.1% |
| YTD | -20.7% | +117.9% | -138.7% | -23.3% |
| 1Y | -21.8% | +41.1% | -62.9% | -23.3% |
| 3Y | +16.2% | -61.0% | +77.2% | +16.6% |
| 5Y | +61.1% | -99.1% | +160.3% | +71.9% |
| All | +144.5% | -94.0% | +238.5% | +143.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling