+331.1%
AMD vs EXPE
+176.2%
+154.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.0% |
| 7D | +2.6% | -9.5% | +12.1% | +4.6% |
| 30D | -0.9% | -6.6% | +5.7% | +0.2% |
| 3M | -8.7% | +31.4% | -40.1% | -15.8% |
| 6M | +136.3% | +35.2% | +101.2% | +112.7% |
| YTD | +123.0% | +5.8% | +117.2% | +114.4% |
| 1Y | +195.2% | +38.7% | +156.5% | +156.8% |
| All | +331.1% | +176.2% | +154.9% | +203.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling