-5.5%
AMCR vs EXPD
+55.6%
-61.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -1.3% |
| 7D | -5.3% | -7.2% | +1.8% | -2.9% |
| 30D | +8.7% | -3.3% | +12.0% | +9.9% |
| 3M | -3.3% | +3.4% | -6.7% | -4.7% |
| 6M | +15.1% | +22.7% | -7.6% | +6.5% |
| YTD | +12.4% | +24.5% | -12.1% | +2.3% |
| 1Y | +15.8% | +38.6% | -22.8% | +0.8% |
| 3Y | +16.7% | +71.5% | -54.8% | -9.0% |
| All | -5.5% | +55.6% | -61.1% | -26.8% |
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