+20.7%
AMDL vs EXPD
+61.9%
-41.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -4.5% | -30.4% | -31.3% |
| 7D | -52.7% | -4.8% | -47.9% | -50.1% |
| 30D | -65.3% | -1.5% | -63.8% | -64.3% |
| 3M | -40.8% | +4.1% | -44.9% | -41.8% |
| 6M | -12.9% | +24.0% | -36.9% | -25.4% |
| YTD | +98.0% | +27.4% | +70.6% | +58.8% |
| 1Y | +30.1% | +38.4% | -8.2% | -4.2% |
| All | +20.7% | +61.9% | -41.2% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling