+6,406.4%
AMD vs EXPD
+315.7%
+6,090.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.1% |
| 7D | +2.6% | -1.1% | +3.7% | +3.4% |
| 30D | -0.9% | +4.1% | -5.0% | -3.7% |
| 3M | -8.7% | +17.9% | -26.6% | -19.0% |
| 6M | +136.3% | +29.2% | +107.1% | +95.5% |
| YTD | +123.0% | +27.4% | +95.6% | +81.8% |
| 1Y | +195.2% | +56.8% | +138.3% | +102.2% |
| 3Y | +336.3% | +68.0% | +268.3% | +175.1% |
| 5Y | +334.5% | +61.9% | +272.6% | +177.4% |
| All | +6,406.4% | +315.7% | +6,090.7% | +2,044.7% |
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