+85.8%
AMDL vs EXPD
+35.2%
+50.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -2.3% | +24.5% | +23.2% |
| 7D | -26.2% | -7.2% | -19.0% | -23.1% |
| 30D | -57.1% | -3.3% | -53.8% | -55.8% |
| 3M | -29.8% | +3.4% | -33.2% | -29.4% |
| 6M | -22.2% | +22.7% | -44.9% | -25.0% |
| YTD | +142.1% | +24.5% | +117.6% | +117.7% |
| 1Y | +85.8% | +38.6% | +47.2% | +46.7% |
| All | +85.8% | +35.2% | +50.7% | +46.7% |
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