+142.4%
AMT vs EXPD
+335.0%
-192.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +1.5% | +5.5% | -4.0% | 0.0% |
| 30D | +6.8% | -0.8% | +7.6% | +6.9% |
| 3M | +11.2% | +4.1% | +7.1% | +9.7% |
| 6M | +12.5% | +25.7% | -13.2% | +5.2% |
| YTD | +12.5% | +31.4% | -18.9% | +2.5% |
| 1Y | +10.1% | +42.2% | -32.1% | -2.3% |
| 3Y | +16.0% | +77.2% | -61.2% | -6.4% |
| 5Y | -17.2% | +61.0% | -78.2% | -32.2% |
| All | +142.4% | +335.0% | -192.5% | +50.2% |
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