-98.8%
AMC vs EXPD
+336.9%
-435.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.6% |
| 7D | +8.4% | +3.6% | +4.8% | +6.6% |
| 30D | +9.2% | +0.3% | +8.9% | +9.2% |
| 3M | +32.0% | +6.1% | +25.9% | +28.3% |
| 6M | +149.3% | +27.4% | +121.9% | +119.4% |
| YTD | +114.1% | +32.0% | +82.1% | +82.8% |
| 1Y | +35.8% | +40.5% | -4.8% | +12.1% |
| 3Y | -58.3% | +75.7% | -134.0% | -70.9% |
| 5Y | -99.2% | +61.7% | -160.9% | -99.4% |
| All | -98.8% | +336.9% | -435.7% | -99.4% |
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