+6,406.4%
AMD vs EXPE
+179.6%
+6,226.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.2% |
| 7D | +2.6% | -9.5% | +12.1% | +5.8% |
| 30D | -0.9% | -6.6% | +5.7% | +0.9% |
| 3M | -8.7% | +31.4% | -40.1% | -18.4% |
| 6M | +136.3% | +35.2% | +101.2% | +105.7% |
| YTD | +123.0% | +5.8% | +117.2% | +109.4% |
| 1Y | +195.2% | +38.7% | +156.5% | +147.7% |
| 3Y | +336.3% | +175.8% | +160.6% | +171.4% |
| 5Y | +334.5% | +111.8% | +222.6% | +187.5% |
| All | +6,406.4% | +179.6% | +6,226.8% | +3,362.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling