+6,351.7%
AMD vs EXPD
+304.0%
+6,047.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.3% | +13.3% | +12.6% |
| 7D | -11.0% | -7.2% | -3.9% | -6.2% |
| 30D | -30.5% | -3.3% | -27.2% | -28.8% |
| 3M | -8.2% | +3.4% | -11.6% | -10.5% |
| 6M | +6.6% | +22.7% | -16.1% | -8.1% |
| YTD | +109.7% | +24.5% | +85.1% | +73.5% |
| 1Y | +88.9% | +38.6% | +50.3% | +43.9% |
| 3Y | +301.8% | +71.5% | +230.3% | +148.8% |
| 5Y | +229.4% | +56.2% | +173.1% | +116.7% |
| All | +6,351.7% | +304.0% | +6,047.7% | +2,348.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling