+559.7%
EXPD vs AMBA
+722.2%
-162.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +5.0% | -3.5% |
| 7D | -4.8% | -14.6% | +9.8% | -3.2% |
| 30D | -1.5% | -18.8% | +17.3% | +0.5% |
| 3M | +4.1% | -32.6% | +36.7% | +8.1% |
| 6M | +24.0% | -25.8% | +49.8% | +25.3% |
| YTD | +27.4% | -22.1% | +49.5% | +27.3% |
| 1Y | +38.4% | -36.2% | +74.6% | +40.8% |
| 3Y | +73.2% | +10.0% | +63.2% | +59.6% |
| 5Y | +59.9% | -71.6% | +131.4% | +63.0% |
| 10Y | +319.9% | -4.7% | +324.7% | +257.1% |
| All | +559.7% | +722.2% | -162.5% | +363.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling