+374.7%
AMDL vs EXPD
+57.8%
+316.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.9% | +8.3% | +9.0% |
| 7D | +4.5% | -1.1% | +5.7% | +4.8% |
| 30D | -4.4% | +4.1% | -8.5% | -5.2% |
| 3M | -30.5% | +17.9% | -48.4% | -32.5% |
| 6M | +300.9% | +29.2% | +271.7% | +281.6% |
| YTD | +219.9% | +27.4% | +192.6% | +209.0% |
| 1Y | +374.7% | +56.8% | +317.9% | +378.5% |
| All | +374.7% | +57.8% | +316.9% | +378.5% |
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