+18.6%
AMCR vs EXPD
+336.9%
-318.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -4.5% | +3.6% | -8.1% | -5.8% |
| 30D | +4.9% | +0.3% | +4.6% | +4.6% |
| 3M | -4.6% | +6.1% | -10.6% | -6.9% |
| 6M | +15.2% | +27.4% | -12.2% | +4.5% |
| YTD | +9.7% | +32.0% | -22.2% | -2.9% |
| 1Y | +10.5% | +40.5% | -30.0% | -4.9% |
| 3Y | +13.8% | +75.7% | -61.9% | -12.3% |
| 5Y | -9.1% | +61.7% | -70.8% | -29.1% |
| All | +18.6% | +336.9% | -318.3% | -35.5% |
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