+20.5%
EXE vs AMC
-57.0%
+77.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.8% |
| 7D | +1.5% | -2.8% | +4.4% | +1.5% |
| 30D | -0.2% | +14.0% | -14.2% | -0.4% |
| 3M | -9.2% | +42.5% | -51.7% | -9.8% |
| 6M | -7.2% | +142.6% | -149.8% | -9.4% |
| YTD | -18.3% | +119.2% | -137.5% | -20.1% |
| 1Y | -23.6% | +40.7% | -64.4% | -24.1% |
| All | +20.5% | -57.0% | +77.5% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling