+264.6%
AMD vs EXPE
+46.0%
+218.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.2% | -7.6% | -8.4% |
| 7D | +18.9% | -0.5% | +19.4% | +19.2% |
| 30D | -6.4% | -6.1% | -0.4% | -5.1% |
| 3M | +10.6% | -21.3% | +31.9% | +18.0% |
| 6M | +19.9% | +19.0% | +0.9% | +7.8% |
| YTD | +149.4% | -8.4% | +157.8% | +141.3% |
| 1Y | +115.4% | -2.8% | +118.2% | +102.3% |
| 3Y | +357.3% | +120.8% | +236.5% | +171.1% |
| All | +264.6% | +46.0% | +218.6% | +151.9% |
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 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