+268.3%
AMD vs EXPD
+60.8%
+207.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.5% | +12.3% | +13.2% |
| 7D | +6.5% | -7.4% | +13.9% | +12.0% |
| 30D | -15.3% | -2.1% | -13.2% | -13.8% |
| 3M | +9.7% | +5.7% | +4.0% | +6.1% |
| 6M | +13.2% | +21.4% | -8.2% | -0.2% |
| YTD | +140.6% | +27.6% | +113.0% | +99.7% |
| 1Y | +111.2% | +36.1% | +75.0% | +66.8% |
| 3Y | +334.4% | +69.9% | +264.6% | +174.5% |
| 5Y | +268.3% | +59.7% | +208.7% | +121.4% |
| All | +268.3% | +60.8% | +207.5% | +121.4% |
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