+1,162.1%
AMAT vs EXPD
+304.0%
+858.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +5.8% |
| 7D | -14.7% | -7.2% | -7.5% | -9.9% |
| 30D | -36.1% | -3.3% | -32.8% | -34.5% |
| 3M | -36.9% | +3.4% | -40.2% | -38.3% |
| 6M | -22.2% | +22.7% | -44.9% | -33.0% |
| YTD | +29.9% | +24.5% | +5.4% | +8.3% |
| 1Y | +43.3% | +38.6% | +4.6% | +10.1% |
| 3Y | +142.7% | +71.5% | +71.2% | +50.7% |
| 5Y | +126.2% | +56.2% | +70.0% | +49.7% |
| All | +1,162.1% | +304.0% | +858.1% | +360.0% |
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