-21.8%
EXE vs AMC
+24.6%
-46.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.8% |
| 7D | -6.6% | +2.6% | -9.2% | -6.4% |
| 30D | -4.0% | +9.0% | -13.0% | -3.6% |
| 3M | -7.5% | +22.2% | -29.6% | -6.5% |
| 6M | -11.7% | +91.5% | -103.1% | -9.3% |
| YTD | -22.0% | +101.3% | -123.3% | -17.5% |
| 1Y | -21.8% | +20.8% | -42.6% | -12.1% |
| All | -21.8% | +24.6% | -46.4% | -12.1% |
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