+178.5%
EXE vs AMC
-95.4%
+273.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.3% |
| 7D | -0.3% | +2.3% | -2.6% | -0.3% |
| 30D | +8.5% | -0.7% | +9.2% | +8.4% |
| 3M | +5.5% | +35.2% | -29.7% | +4.1% |
| 6M | -5.9% | +124.6% | -130.5% | -9.0% |
| YTD | -9.7% | +69.9% | -79.6% | -11.9% |
| 1Y | +3.6% | -2.6% | +6.1% | +2.8% |
| 3Y | +18.0% | -79.8% | +97.8% | +20.3% |
| 5Y | +109.4% | -99.4% | +208.8% | +125.4% |
| All | +178.5% | -95.4% | +273.8% | +179.2% |
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 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