+12.7%
AMCR vs EXPD
+55.4%
-42.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -1.8% | -0.9% | -0.9% | -1.7% |
| 30D | -6.0% | +4.1% | -10.1% | -6.6% |
| 3M | +18.9% | +13.8% | +5.1% | +16.6% |
| 6M | +5.7% | +27.3% | -21.6% | +1.8% |
| YTD | +11.1% | +25.4% | -14.3% | +7.2% |
| 1Y | +12.7% | +54.4% | -41.7% | +5.9% |
| All | +12.7% | +55.4% | -42.7% | +5.9% |
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