-56.7%
AMC vs EXPD
+75.1%
-131.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.0% | -1.6% |
| 7D | -2.8% | -1.6% | -1.3% | -2.5% |
| 30D | +14.0% | +0.6% | +13.4% | +14.0% |
| 3M | +42.5% | +9.8% | +32.7% | +40.7% |
| 6M | +142.6% | +25.8% | +116.8% | +132.3% |
| YTD | +119.2% | +31.3% | +88.0% | +108.1% |
| 1Y | +40.7% | +40.9% | -0.2% | +32.3% |
| All | -56.7% | +75.1% | -131.8% | -65.5% |
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