-19.7%
AMRZ vs EXPD
+27.5%
-47.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -2.8% |
| 7D | +2.5% | -4.8% | +7.3% | +2.9% |
| 30D | +14.4% | -1.5% | +15.9% | +14.2% |
| 3M | -19.2% | +4.1% | -23.3% | -19.5% |
| 6M | -19.7% | +24.0% | -43.7% | -16.4% |
| All | -19.7% | +27.5% | -47.2% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling