+337.5%
AMD vs EXPD
+61.6%
+276.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.1% |
| 7D | +2.6% | -1.1% | +3.7% | +3.3% |
| 30D | -0.9% | +4.1% | -5.0% | -3.4% |
| 3M | -8.7% | +17.9% | -26.6% | -17.9% |
| 6M | +136.3% | +29.2% | +107.1% | +99.4% |
| YTD | +123.0% | +27.4% | +95.6% | +85.4% |
| 1Y | +195.2% | +56.8% | +138.3% | +107.6% |
| 3Y | +336.3% | +68.0% | +268.3% | +179.8% |
| All | +337.5% | +61.6% | +276.0% | +165.2% |
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 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