+17,734.5%
AME vs EXPD
+30,870.6%
-13,136.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.5% | -4.8% |
| 7D | -11.4% | -4.8% | -6.6% | -10.2% |
| 30D | -12.1% | -1.5% | -10.6% | -11.7% |
| 3M | -12.3% | +4.1% | -16.5% | -13.3% |
| 6M | -4.6% | +24.0% | -28.7% | -10.1% |
| YTD | +9.1% | +27.4% | -18.3% | +1.4% |
| 1Y | +13.3% | +38.4% | -25.1% | +3.0% |
| 3Y | +58.2% | +73.2% | -15.0% | +34.1% |
| 5Y | +63.4% | +59.9% | +3.6% | +40.3% |
| 10Y | +436.7% | +319.9% | +116.8% | +264.6% |
| All | +17,734.5% | +30,870.6% | -13,136.1% | +7,327.4% |
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 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