+106.4%
AMCR vs EXPD
+492.8%
-386.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -1.9% | -1.1% | -0.7% | -1.5% |
| 30D | -4.1% | +4.1% | -8.2% | -5.3% |
| 3M | +21.7% | +17.9% | +3.8% | +15.8% |
| 6M | +1.5% | +29.2% | -27.7% | -6.3% |
| YTD | +13.1% | +27.4% | -14.2% | +4.3% |
| 1Y | +16.5% | +56.8% | -40.3% | +0.4% |
| 3Y | +10.3% | +68.0% | -57.8% | -7.8% |
| 5Y | -7.7% | +61.9% | -69.5% | -23.3% |
| 10Y | +24.6% | +316.0% | -291.4% | -10.2% |
| All | +106.4% | +492.8% | -386.3% | +46.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling