+241.5%
AMD vs EXPE
+40.1%
+201.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | 0.0% | +13.3% | +13.3% |
| 7D | +8.9% | -13.3% | +22.3% | +14.2% |
| 30D | -16.4% | -5.5% | -10.9% | -15.4% |
| 3M | +5.2% | -16.5% | +21.7% | +9.9% |
| 6M | +11.7% | +13.1% | -1.4% | +2.3% |
| YTD | +137.5% | -8.0% | +145.5% | +129.3% |
| 1Y | +117.8% | +1.1% | +116.7% | +101.4% |
| 3Y | +348.1% | +131.2% | +217.0% | +159.8% |
| 5Y | +241.5% | +39.8% | +201.8% | +137.8% |
| All | +241.5% | +40.1% | +201.5% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling