+137.7%
AMDL vs EXPD
+40.4%
+97.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -0.4% | -17.1% | -17.3% |
| 7D | +37.2% | +5.5% | +31.7% | +34.4% |
| 30D | -24.0% | -0.8% | -23.2% | -23.0% |
| 3M | -1.0% | +4.1% | -5.2% | -1.0% |
| 6M | -3.2% | +25.7% | -28.9% | -7.1% |
| YTD | +232.2% | +31.4% | +200.8% | +206.6% |
| 1Y | +137.7% | +42.2% | +95.6% | +115.8% |
| All | +137.7% | +40.4% | +97.3% | +115.8% |
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