-18.5%
AMRZ vs EXPD
+63.9%
-82.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.4% |
| 7D | +1.2% | -7.2% | +8.3% | +2.6% |
| 30D | +15.1% | -3.3% | +18.3% | +15.7% |
| 3M | -18.1% | +3.4% | -21.4% | -18.7% |
| 6M | -23.5% | +22.7% | -46.2% | -26.6% |
| YTD | -21.6% | +24.5% | -46.1% | -25.8% |
| 1Y | -14.7% | +38.6% | -53.4% | -21.1% |
| All | -18.5% | +63.9% | -82.3% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling