+11,749.2%
AMD vs EXPD
+32,316.9%
-20,567.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +2.3% |
| 7D | -15.5% | +0.3% | -15.8% | -15.7% |
| 30D | -22.6% | +1.8% | -24.5% | -23.3% |
| 3M | -5.7% | +8.9% | -14.7% | -9.2% |
| 6M | +43.1% | +42.2% | +0.9% | +23.6% |
| YTD | +128.2% | +33.4% | +94.9% | +99.8% |
| 1Y | +95.5% | +47.2% | +48.3% | +64.5% |
| 3Y | +335.4% | +81.3% | +254.2% | +233.4% |
| 5Y | +255.5% | +60.2% | +195.3% | +188.1% |
| 10Y | +7,350.9% | +339.5% | +7,011.4% | +4,100.4% |
| All | +11,749.2% | +32,316.9% | -20,567.6% | +3,374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling