+326.6%
EXPD vs AMP
+459.2%
-132.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | +5.5% | +3.9% | +1.6% | +4.0% |
| 30D | -0.8% | +5.1% | -5.9% | -2.7% |
| 3M | +4.1% | -8.7% | +12.8% | +7.4% |
| 6M | +25.7% | +11.4% | +14.2% | +20.2% |
| YTD | +31.4% | +7.3% | +24.1% | +27.0% |
| 1Y | +42.2% | +14.6% | +27.6% | +34.1% |
| 3Y | +77.2% | +61.2% | +16.0% | +44.8% |
| 5Y | +61.0% | +81.0% | -20.0% | +23.9% |
| All | +326.6% | +459.2% | -132.6% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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