+30.7%
AMCR vs EXPD
+53.8%
-23.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.2% | +6.5% | +3.7% |
| 7D | +6.2% | +0.3% | +5.9% | +6.1% |
| 30D | +16.0% | +1.8% | +14.2% | +15.6% |
| 3M | +4.4% | +8.9% | -4.6% | +2.8% |
| 6M | +35.5% | +42.2% | -6.7% | +28.1% |
| YTD | +21.5% | +33.4% | -11.8% | +16.0% |
| 1Y | +30.7% | +47.2% | -16.4% | +24.0% |
| All | +30.7% | +53.8% | -23.0% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling