+2,244.5%
AMD vs EXPE
+851.4%
+1,393.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.3% |
| 7D | +2.6% | -9.5% | +12.1% | +6.1% |
| 30D | -0.9% | -6.6% | +5.7% | +1.0% |
| 3M | -8.7% | +31.4% | -40.1% | -18.7% |
| 6M | +136.3% | +35.2% | +101.2% | +104.8% |
| YTD | +123.0% | +5.8% | +117.2% | +108.6% |
| 1Y | +195.2% | +38.7% | +156.5% | +146.8% |
| 3Y | +336.3% | +175.8% | +160.6% | +172.0% |
| 5Y | +334.5% | +111.8% | +222.6% | +188.6% |
| 10Y | +6,259.1% | +179.7% | +6,079.4% | +3,291.1% |
| All | +2,244.5% | +851.4% | +1,393.0% | +432.5% |
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