+178.2%
AMDL vs EXPD
+40.0%
+138.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +2.9% | +11.5% | +12.9% |
| 7D | +18.5% | -1.6% | +20.1% | +20.5% |
| 30D | -24.2% | +0.6% | -24.8% | -23.4% |
| 3M | +11.5% | +9.8% | +1.7% | +9.6% |
| 6M | -1.0% | +25.8% | -26.8% | -5.8% |
| YTD | +260.3% | +31.3% | +229.0% | +220.9% |
| 1Y | +178.2% | +40.9% | +137.2% | +141.8% |
| All | +178.2% | +40.0% | +138.1% | +141.8% |
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