+130.4%
AMDL vs EXPD
+39.4%
+91.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +5.4% | -7.4% | +12.8% | +9.6% |
| 30D | -36.6% | -2.1% | -34.5% | -35.1% |
| 3M | -1.0% | +5.7% | -6.7% | -1.1% |
| 6M | -12.1% | +21.4% | -33.5% | -15.3% |
| YTD | +215.1% | +27.6% | +187.5% | +182.3% |
| 1Y | +130.4% | +36.1% | +94.3% | +100.4% |
| All | +130.4% | +39.4% | +91.0% | +100.4% |
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