-7.9%
AMCR vs EXPD
+61.6%
-69.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -1.9% | -1.1% | -0.7% | -1.5% |
| 30D | -4.1% | +4.1% | -8.2% | -5.5% |
| 3M | +21.7% | +17.9% | +3.8% | +14.7% |
| 6M | +1.5% | +29.2% | -27.7% | -7.8% |
| YTD | +13.1% | +27.4% | -14.2% | +2.5% |
| 1Y | +13.0% | +56.8% | -43.8% | -6.2% |
| 3Y | +6.9% | +68.0% | -61.1% | -15.2% |
| All | -7.9% | +61.6% | -69.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling