+18,884.9%
AME vs EXPD
+30,859.1%
-11,974.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +0.6% | -1.1% | +1.8% | +0.9% |
| 30D | -6.7% | +4.1% | -10.8% | -7.7% |
| 3M | +4.1% | +17.9% | -13.8% | -0.5% |
| 6M | +1.6% | +29.2% | -27.7% | -5.5% |
| YTD | +16.1% | +27.4% | -11.2% | +8.0% |
| 1Y | +27.3% | +56.8% | -29.5% | +11.7% |
| 3Y | +50.9% | +68.0% | -17.2% | +28.9% |
| 5Y | +81.4% | +61.9% | +19.5% | +54.9% |
| 10Y | +417.0% | +316.0% | +101.0% | +251.8% |
| All | +18,884.9% | +30,859.1% | -11,974.2% | +7,806.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling