+20.1%
AMCR vs EXPD
+308.0%
-287.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | -1.8% | -0.9% | -0.9% | -1.5% |
| 30D | -6.0% | +4.1% | -10.1% | -7.5% |
| 3M | +18.9% | +13.8% | +5.1% | +13.0% |
| 6M | +5.7% | +27.3% | -21.6% | -4.2% |
| YTD | +11.1% | +25.4% | -14.3% | +0.5% |
| 1Y | +14.4% | +54.4% | -39.9% | -5.4% |
| 3Y | +13.0% | +67.9% | -54.9% | -11.1% |
| 5Y | -7.5% | +59.2% | -66.7% | -27.4% |
| 10Y | +20.1% | +308.6% | -288.5% | -27.2% |
| All | +20.1% | +308.0% | -287.9% | -27.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling