+16.5%
AMCR vs EXPD
+308.0%
-291.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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 | +12.7% | +54.4% | -41.7% | -6.8% |
| 3Y | +9.6% | +67.9% | -58.3% | -13.8% |
| 5Y | -10.3% | +59.2% | -69.5% | -29.6% |
| 10Y | +16.5% | +308.6% | -292.1% | -29.4% |
| All | +16.5% | +308.0% | -291.5% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling