+133.5%
AMT vs EXPD
+337.7%
-204.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -0.8% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | +4.2% | +0.6% | +3.6% | +3.9% |
| 3M | +13.4% | +9.8% | +3.6% | +10.3% |
| 6M | +9.4% | +25.8% | -16.4% | +2.3% |
| YTD | +11.7% | +31.3% | -19.6% | +1.8% |
| 1Y | +7.1% | +40.9% | -33.8% | -4.6% |
| 3Y | +15.1% | +74.7% | -59.7% | -6.6% |
| 5Y | -17.9% | +62.9% | -80.7% | -33.0% |
| 10Y | +133.5% | +334.3% | -200.8% | +47.4% |
| All | +133.5% | +337.7% | -204.2% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling