-20.3%
AMT vs EXPD
+55.6%
-75.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.2% |
| 7D | +0.5% | -7.2% | +7.7% | +2.0% |
| 30D | +13.6% | -3.3% | +16.9% | +14.2% |
| 3M | +11.5% | +3.4% | +8.1% | +10.5% |
| 6M | +6.9% | +22.7% | -15.8% | +2.1% |
| YTD | +10.8% | +24.5% | -13.7% | +4.3% |
| 1Y | +10.3% | +38.6% | -28.3% | +0.5% |
| 3Y | +12.4% | +71.5% | -59.1% | -6.4% |
| All | -20.3% | +55.6% | -75.9% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling