+179.3%
EXE vs AMCR
+0.1%
+179.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | -1.8% | -1.8% | 0.0% | -1.4% |
| 30D | +6.4% | -6.0% | +12.4% | +7.9% |
| 3M | +9.2% | +18.9% | -9.7% | +4.1% |
| 6M | -7.0% | +5.7% | -12.6% | -8.8% |
| YTD | -9.5% | +11.1% | -20.6% | -13.2% |
| 1Y | +6.2% | +12.7% | -6.5% | +1.1% |
| 3Y | +20.7% | +9.6% | +11.2% | +11.9% |
| 5Y | +103.6% | -10.3% | +114.0% | +108.4% |
| All | +179.3% | +0.1% | +179.2% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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