+247.2%
AMAT vs EXPD
+61.6%
+185.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.8% |
| 7D | -1.5% | -1.1% | -0.4% | -0.8% |
| 30D | -14.8% | +4.1% | -18.9% | -16.8% |
| 3M | -9.3% | +17.9% | -27.2% | -18.2% |
| 6M | +27.4% | +29.2% | -1.8% | +7.7% |
| YTD | +77.6% | +27.4% | +50.2% | +49.5% |
| 1Y | +188.9% | +56.8% | +132.1% | +108.9% |
| 3Y | +202.3% | +68.0% | +134.2% | +100.2% |
| All | +247.2% | +61.6% | +185.7% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling