-99.4%
AMC vs EXPD
+61.6%
-161.0%
-99.8%
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% | +3.9% |
| 7D | +2.3% | -1.1% | +3.5% | +2.9% |
| 30D | -0.7% | +4.1% | -4.8% | -2.5% |
| 3M | +35.2% | +17.9% | +17.3% | +23.5% |
| 6M | +124.6% | +29.2% | +95.3% | +95.3% |
| YTD | +69.9% | +27.4% | +42.5% | +47.5% |
| 1Y | -2.6% | +56.8% | -59.4% | -25.6% |
| 3Y | -79.8% | +68.0% | -147.8% | -85.9% |
| All | -99.4% | +61.6% | -161.0% | -99.7% |
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