+112.7%
AMT vs EXPD
+304.0%
-191.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.1% |
| 7D | +0.5% | -7.2% | +7.7% | +2.5% |
| 30D | +13.6% | -3.3% | +16.9% | +14.4% |
| 3M | +11.5% | +3.4% | +8.1% | +10.2% |
| 6M | +6.9% | +22.7% | -15.8% | +0.6% |
| YTD | +10.8% | +24.5% | -13.7% | +2.5% |
| 1Y | +10.3% | +38.6% | -28.3% | -1.5% |
| 3Y | +12.4% | +71.5% | -59.1% | -8.5% |
| 5Y | -20.1% | +56.2% | -76.3% | -34.1% |
| All | +112.7% | +304.0% | -191.3% | +35.8% |
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 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