+1,473.8%
AMT vs EXPD
+4,781.3%
-3,307.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.0% | +1.0% |
| 7D | +4.4% | -4.8% | +9.2% | +6.0% |
| 30D | +17.7% | -1.5% | +19.3% | +18.1% |
| 3M | +16.7% | +4.1% | +12.6% | +14.8% |
| 6M | +11.1% | +24.0% | -12.9% | +2.8% |
| YTD | +13.9% | +27.4% | -13.5% | +3.0% |
| 1Y | +12.5% | +38.4% | -25.9% | -1.3% |
| 3Y | +13.2% | +73.2% | -60.0% | -10.1% |
| 5Y | -17.9% | +59.9% | -77.7% | -34.0% |
| 10Y | +122.8% | +319.9% | -197.1% | +24.0% |
| All | +1,473.8% | +4,781.3% | -3,307.5% | +246.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling