+1,587.5%
AMAT vs EXPD
+315.7%
+1,271.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.7% |
| 7D | -1.5% | -1.1% | -0.4% | -0.7% |
| 30D | -14.8% | +4.1% | -18.9% | -17.1% |
| 3M | -9.3% | +17.9% | -27.2% | -19.5% |
| 6M | +27.4% | +29.2% | -1.8% | +4.9% |
| YTD | +77.6% | +27.4% | +50.2% | +45.7% |
| 1Y | +188.9% | +56.8% | +132.1% | +99.9% |
| 3Y | +202.3% | +68.0% | +134.2% | +91.2% |
| 5Y | +248.9% | +61.9% | +187.0% | +123.8% |
| All | +1,587.5% | +315.7% | +1,271.8% | +469.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling