-98.7%
AMC vs EXPD
+304.0%
-402.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +3.0% |
| 7D | +2.6% | -7.2% | +9.8% | +6.4% |
| 30D | +9.0% | -3.3% | +12.3% | +10.9% |
| 3M | +22.2% | +3.4% | +18.8% | +20.2% |
| 6M | +91.5% | +22.7% | +68.8% | +71.5% |
| YTD | +101.3% | +24.5% | +76.8% | +76.8% |
| 1Y | +20.8% | +38.6% | -17.9% | +0.1% |
| 3Y | -71.3% | +71.5% | -142.8% | -79.9% |
| 5Y | -99.2% | +56.2% | -155.5% | -99.5% |
| All | -98.7% | +304.0% | -402.8% | -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