+33.3%
AMAT vs EXPD
+42.2%
-9.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.1% | -11.5% |
| 7D | -24.3% | -4.8% | -19.5% | -22.3% |
| 30D | -39.8% | -1.5% | -38.3% | -39.1% |
| 3M | -40.2% | +4.1% | -44.3% | -40.9% |
| 6M | -22.1% | +24.0% | -46.1% | -28.0% |
| YTD | +24.7% | +27.4% | -2.7% | +8.2% |
| 1Y | +33.3% | +38.4% | -5.1% | +7.9% |
| All | +33.3% | +42.2% | -9.0% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling