+109.1%
AMDL vs EXPD
+53.8%
+55.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.8% |
| 7D | -30.7% | +0.3% | -31.0% | -30.9% |
| 30D | -43.8% | +1.8% | -45.6% | -44.2% |
| 3M | -24.5% | +8.9% | -33.4% | -27.0% |
| 6M | +44.7% | +42.2% | +2.5% | +28.6% |
| YTD | +204.0% | +33.4% | +170.6% | +149.3% |
| 1Y | +109.1% | +47.2% | +61.9% | +41.1% |
| All | +109.1% | +53.8% | +55.3% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling