-99.3%
AMC vs EXPD
+52.5%
-151.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.5% | -8.0% | -10.4% |
| 7D | 0.0% | -4.8% | +4.8% | +2.4% |
| 30D | +4.4% | -1.5% | +5.9% | +5.4% |
| 3M | +15.4% | +4.1% | +11.2% | +13.2% |
| 6M | +93.7% | +24.0% | +69.7% | +72.5% |
| YTD | +97.4% | +27.4% | +70.0% | +71.1% |
| 1Y | +23.2% | +38.4% | -15.2% | +1.8% |
| 3Y | -71.3% | +73.2% | -144.5% | -80.7% |
| 5Y | -99.3% | +59.9% | -159.1% | -99.6% |
| All | -99.3% | +52.5% | -151.8% | -99.6% |
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