+88.9%
AMD vs EXPD
+35.2%
+53.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.3% | +13.3% | +11.5% |
| 7D | -11.0% | -7.2% | -3.9% | -9.6% |
| 30D | -30.5% | -3.3% | -27.2% | -29.7% |
| 3M | -8.2% | +3.4% | -11.6% | -8.1% |
| 6M | +6.6% | +22.7% | -16.1% | +4.4% |
| YTD | +109.7% | +24.5% | +85.1% | +98.3% |
| 1Y | +88.9% | +38.6% | +50.3% | +67.2% |
| All | +88.9% | +35.2% | +53.7% | +67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling