+8.3%
AMCR vs EXPD
+40.4%
-32.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.4% | +5.5% | -7.9% | -3.3% |
| 30D | +3.6% | -0.8% | +4.4% | +3.6% |
| 3M | -4.2% | +4.1% | -8.3% | -5.0% |
| 6M | +15.5% | +25.7% | -10.2% | +11.2% |
| YTD | +9.7% | +31.4% | -21.7% | +4.2% |
| 1Y | +8.3% | +42.2% | -33.9% | +0.2% |
| All | +8.3% | +40.4% | -32.1% | +0.2% |
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 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