-97.4%
AMC vs EXPD
+444.1%
-541.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.2% | +10.6% | +8.8% |
| 7D | +17.7% | +0.3% | +17.5% | +17.4% |
| 30D | +26.2% | +1.8% | +24.3% | +25.0% |
| 3M | +31.3% | +8.9% | +22.4% | +26.0% |
| 6M | +142.8% | +42.2% | +100.5% | +103.1% |
| YTD | +125.6% | +33.4% | +92.3% | +92.4% |
| 1Y | +40.2% | +47.2% | -6.9% | +13.5% |
| 3Y | -67.2% | +81.3% | -148.4% | -77.2% |
| 5Y | -99.1% | +60.2% | -159.3% | -99.4% |
| 10Y | -98.5% | +339.5% | -438.1% | -99.3% |
| All | -97.4% | +444.1% | -541.5% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling