+1,885.3%
AMD vs EXPE
+769.8%
+1,115.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -13.7% | -3.5% | -12.6% |
| 7D | -28.6% | -3.6% | -25.0% | -27.7% |
| 30D | -37.7% | +4.8% | -42.5% | -39.1% |
| 3M | -16.1% | -14.6% | -1.5% | -12.9% |
| 6M | +13.8% | +10.0% | +3.9% | +5.8% |
| YTD | +88.8% | -3.3% | +92.1% | +79.9% |
| 1Y | +57.8% | +28.4% | +29.4% | +34.2% |
| 3Y | +260.3% | +145.1% | +115.2% | +132.6% |
| 5Y | +196.6% | +51.6% | +145.0% | +120.4% |
| 10Y | +6,064.6% | +128.8% | +5,935.8% | +3,388.8% |
| All | +1,885.3% | +769.8% | +1,115.4% | +359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling