+160.1%
AMGN vs EXPD
+60.9%
+99.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.1% | +5.5% | -4.4% | +0.2% |
| 30D | +9.3% | -0.8% | +10.1% | +9.4% |
| 3M | +12.1% | +4.1% | +8.0% | +11.1% |
| 6M | +40.3% | +25.7% | +14.6% | +34.2% |
| YTD | +45.2% | +31.4% | +13.8% | +37.1% |
| 1Y | +42.4% | +42.2% | +0.3% | +32.3% |
| 3Y | +91.0% | +77.2% | +13.8% | +68.2% |
| All | +160.1% | +60.9% | +99.3% | +129.0% |
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