+311.0%
EXPD vs AMBA
-6.6%
+317.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +5.0% | -3.3% |
| 7D | -4.8% | -14.6% | +9.8% | -2.9% |
| 30D | -1.5% | -18.8% | +17.3% | +0.9% |
| 3M | +4.1% | -32.6% | +36.7% | +8.9% |
| 6M | +24.0% | -25.8% | +49.8% | +25.5% |
| YTD | +27.4% | -22.1% | +49.5% | +27.1% |
| 1Y | +38.4% | -36.2% | +74.6% | +41.2% |
| 3Y | +73.2% | +10.0% | +63.2% | +55.7% |
| 5Y | +59.9% | -71.6% | +131.4% | +64.0% |
| All | +311.0% | -6.6% | +317.5% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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