+100.2%
AMCR vs EXPD
+492.8%
-392.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | +21.7% | +17.9% | +3.8% | +15.8% |
| 6M | +1.5% | +29.2% | -27.7% | -6.3% |
| YTD | +13.1% | +27.4% | -14.2% | +4.3% |
| 1Y | +13.0% | +56.8% | -43.8% | -2.6% |
| 3Y | +6.9% | +68.0% | -61.1% | -10.6% |
| 5Y | -10.5% | +61.9% | -72.3% | -25.6% |
| 10Y | +20.9% | +316.0% | -295.1% | -12.9% |
| All | +100.2% | +492.8% | -392.5% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling