+80.3%
EXE vs AMC
-99.2%
+179.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.9% |
| 7D | +5.3% | +3.5% | +1.8% | +5.2% |
| 30D | -2.2% | +12.5% | -14.7% | -2.6% |
| 3M | -5.9% | +23.6% | -29.5% | -6.7% |
| 6M | -5.7% | +144.4% | -150.1% | -9.4% |
| YTD | -17.8% | +108.3% | -126.2% | -20.9% |
| 1Y | -23.1% | +38.9% | -62.0% | -24.7% |
| 3Y | +21.2% | -58.9% | +80.0% | +21.9% |
| All | +80.3% | -99.2% | +179.5% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling