-99.8%
AMIX vs EXPD
+50.3%
-150.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -3.3% |
| 7D | -13.7% | -1.1% | -12.6% | -12.1% |
| 30D | -62.1% | +4.1% | -66.1% | -65.0% |
| 3M | -46.2% | +17.9% | -64.1% | -51.6% |
| 6M | -46.4% | +29.2% | -75.7% | -52.3% |
| YTD | -60.3% | +27.4% | -87.6% | -64.6% |
| 1Y | -79.7% | +56.8% | -136.5% | -81.9% |
| All | -99.8% | +50.3% | -150.0% | -99.8% |
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