+132.8%
AMAT vs EXPD
+72.7%
+60.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.1% | -11.6% |
| 7D | -24.3% | -4.8% | -19.5% | -22.4% |
| 30D | -39.8% | -1.5% | -38.3% | -39.2% |
| 3M | -40.2% | +4.1% | -44.3% | -41.0% |
| 6M | -22.1% | +24.0% | -46.1% | -28.8% |
| YTD | +24.7% | +27.4% | -2.7% | +11.3% |
| 1Y | +33.3% | +38.4% | -5.1% | +14.6% |
| All | +132.8% | +72.7% | +60.1% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling