+140.6%
EXE vs AMC
-94.5%
+235.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | -6.6% | +2.6% | -9.2% | -6.7% |
| 30D | -4.0% | +9.0% | -13.0% | -4.3% |
| 3M | -7.5% | +22.2% | -29.6% | -8.1% |
| 6M | -11.7% | +91.5% | -103.1% | -14.0% |
| YTD | -22.0% | +101.3% | -123.3% | -24.3% |
| 1Y | -21.8% | +20.8% | -42.6% | -22.9% |
| 3Y | +8.0% | -71.3% | +79.3% | +9.4% |
| 5Y | +62.3% | -99.2% | +161.5% | +73.6% |
| All | +140.6% | -94.5% | +235.1% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling