+1,311.4%
AMT vs EXPD
+4,779.5%
-3,468.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -0.2% | -1.1% | +0.9% | +0.2% |
| 30D | +4.6% | +4.1% | +0.6% | +3.2% |
| 3M | -8.4% | +17.9% | -26.4% | -13.6% |
| 6M | -6.0% | +29.2% | -35.3% | -14.4% |
| YTD | +2.1% | +27.4% | -25.2% | -7.4% |
| 1Y | -6.4% | +56.8% | -63.2% | -21.4% |
| 3Y | +8.1% | +68.0% | -60.0% | -13.0% |
| 5Y | -31.9% | +61.9% | -93.8% | -45.5% |
| 10Y | +97.1% | +316.0% | -218.9% | +10.3% |
| All | +1,311.4% | +4,779.5% | -3,468.2% | +211.8% |
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