+196.6%
AMD vs EXPD
+52.5%
+144.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.5% | -12.8% | -14.5% |
| 7D | -28.6% | -4.8% | -23.8% | -26.1% |
| 30D | -37.7% | -1.5% | -36.2% | -36.9% |
| 3M | -16.1% | +4.1% | -20.2% | -18.1% |
| 6M | +13.8% | +24.0% | -10.2% | -1.0% |
| YTD | +88.8% | +27.4% | +61.4% | +56.9% |
| 1Y | +57.8% | +38.4% | +19.4% | +23.2% |
| 3Y | +260.3% | +73.2% | +187.1% | +123.5% |
| 5Y | +196.6% | +59.9% | +136.8% | +79.5% |
| All | +196.6% | +52.5% | +144.1% | +79.5% |
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